+27.4%
WMT vs XLC
-5.6%
+32.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.3% |
| 7D | +8.8% | +1.8% | +7.0% | +8.6% |
| 30D | +22.9% | -6.0% | +28.9% | +23.1% |
| 3M | +16.1% | -6.0% | +22.1% | +16.2% |
| 6M | -0.5% | -9.1% | +8.6% | -0.5% |
| YTD | +16.7% | -10.0% | +26.7% | +14.1% |
| 1Y | +27.4% | -5.8% | +33.2% | +28.0% |
| All | +27.4% | -5.6% | +32.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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