+131.4%
WMT vs XME
+167.8%
-36.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.3% |
| 7D | -2.5% | -3.0% | +0.6% | -2.2% |
| 30D | -6.4% | -2.6% | -3.8% | -6.2% |
| 3M | -12.1% | +2.2% | -14.3% | -12.4% |
| 6M | -15.0% | +0.7% | -15.7% | -15.5% |
| YTD | -4.5% | +10.9% | -15.4% | -6.5% |
| 1Y | +6.2% | +35.7% | -29.5% | +0.7% |
| 3Y | +99.9% | +127.1% | -27.2% | +72.9% |
| 5Y | +131.4% | +168.5% | -37.0% | +96.2% |
| All | +131.4% | +167.8% | -36.4% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling