+419.3%
WMT vs XLC
+137.2%
+282.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.2% |
| 7D | +2.0% | +3.7% | -1.7% | +0.8% |
| 30D | +10.3% | -1.9% | +12.2% | +10.9% |
| 3M | +11.0% | -3.1% | +14.1% | +12.0% |
| 6M | -2.3% | -6.4% | +4.0% | -0.4% |
| YTD | +15.7% | -6.8% | +22.5% | +17.9% |
| 1Y | +26.0% | -1.7% | +27.7% | +25.9% |
| 3Y | +136.5% | +64.7% | +71.8% | +96.7% |
| 5Y | +176.8% | +41.1% | +135.8% | +141.7% |
| All | +419.3% | +137.2% | +282.1% | +233.3% |
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