+1,199.9%
WMT vs XLB
+822.6%
+377.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +3.9% | -1.4% | +5.3% | +4.4% |
| 30D | -4.4% | -0.4% | -4.0% | -4.3% |
| 3M | -8.8% | +2.0% | -10.8% | -9.7% |
| 6M | -15.6% | +1.8% | -17.5% | -16.5% |
| YTD | -3.2% | +16.6% | -19.8% | -8.9% |
| 1Y | +7.0% | +16.9% | -9.9% | +0.5% |
| 3Y | +105.3% | +32.6% | +72.7% | +82.9% |
| 5Y | +129.3% | +35.6% | +93.6% | +100.0% |
| 10Y | +423.9% | +160.0% | +263.9% | +248.4% |
| All | +1,199.9% | +822.6% | +377.3% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling