+334.4%
WMT vs XLC
+145.0%
+189.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -7.4% | +2.1% | -9.5% | -8.1% |
| 3M | -10.9% | +0.7% | -11.6% | -11.2% |
| 6M | -12.7% | -3.2% | -9.5% | -11.9% |
| YTD | -3.2% | -3.8% | +0.6% | -2.2% |
| 1Y | +5.3% | -2.0% | +7.3% | +5.5% |
| 3Y | +101.9% | +71.4% | +30.5% | +65.7% |
| 5Y | +134.6% | +40.7% | +93.9% | +105.8% |
| All | +334.4% | +145.0% | +189.4% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling