+334.4%
WMT vs XLC
+143.7%
+190.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +3.9% | -0.8% | +4.8% | +4.2% |
| 30D | -4.4% | +1.0% | -5.4% | -4.8% |
| 3M | -8.8% | -0.7% | -8.1% | -8.7% |
| 6M | -15.6% | -5.1% | -10.5% | -14.3% |
| YTD | -3.2% | -4.3% | +1.1% | -2.1% |
| 1Y | +7.0% | -0.6% | +7.6% | +6.8% |
| 3Y | +105.3% | +72.7% | +32.6% | +68.1% |
| 5Y | +129.3% | +38.0% | +91.3% | +102.8% |
| All | +334.4% | +143.7% | +190.6% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling