+7.0%
WMT vs XME
+46.4%
-39.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | -4.4% | +6.0% | -10.4% | -4.2% |
| 3M | -8.8% | -7.7% | -1.1% | -8.5% |
| 6M | -15.6% | +1.0% | -16.6% | -15.8% |
| YTD | -3.2% | +14.6% | -17.9% | -3.2% |
| 1Y | +7.0% | +46.0% | -38.9% | +13.2% |
| All | +7.0% | +46.4% | -39.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling