+6.2%
WMT vs XLB
+14.3%
-8.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -2.5% | -3.5% | +1.1% | -1.9% |
| 30D | -6.4% | -4.7% | -1.8% | -5.6% |
| 3M | -12.1% | +2.7% | -14.8% | -12.7% |
| 6M | -15.0% | +2.6% | -17.6% | -16.0% |
| YTD | -4.5% | +12.8% | -17.3% | -7.3% |
| 1Y | +6.2% | +14.0% | -7.8% | +4.6% |
| All | +6.2% | +14.3% | -8.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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