+1,184.0%
WMT vs XLF
+409.8%
+774.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | -5.8% | -1.3% | -4.5% | -5.4% |
| 3M | -10.8% | +9.1% | -19.9% | -13.4% |
| 6M | -14.3% | +14.4% | -28.7% | -18.3% |
| YTD | -4.4% | +5.1% | -9.5% | -6.3% |
| 1Y | +4.3% | +8.6% | -4.3% | +1.0% |
| 3Y | +100.1% | +74.4% | +25.6% | +64.5% |
| 5Y | +130.8% | +64.4% | +66.5% | +91.5% |
| 10Y | +433.7% | +251.6% | +182.1% | +227.6% |
| All | +1,184.0% | +409.8% | +774.1% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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