+883.2%
WMT vs XME
+246.2%
+637.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +0.1% | +3.6% | -3.5% | -0.4% |
| 30D | -5.0% | +3.6% | -8.6% | -5.5% |
| 3M | -11.3% | +1.2% | -12.5% | -11.7% |
| 6M | -13.8% | +9.0% | -22.8% | -15.4% |
| YTD | -4.2% | +15.9% | -20.1% | -7.1% |
| 1Y | +4.6% | +43.2% | -38.6% | -2.0% |
| 3Y | +100.5% | +137.4% | -36.9% | +72.4% |
| 5Y | +129.7% | +185.0% | -55.4% | +89.3% |
| 10Y | +423.4% | +409.5% | +14.0% | +280.4% |
| All | +883.2% | +246.2% | +637.1% | +560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling