+101.9%
WMT vs XLI
+70.0%
+31.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | 0.0% | -1.7% | +1.7% | +0.6% |
| 30D | -7.4% | -7.3% | -0.1% | -5.0% |
| 3M | -10.9% | -1.3% | -9.5% | -10.7% |
| 6M | -12.7% | +2.2% | -14.9% | -14.0% |
| YTD | -3.2% | +11.7% | -14.9% | -8.3% |
| 1Y | +5.3% | +14.3% | -9.0% | -1.4% |
| 3Y | +101.9% | +70.3% | +31.5% | +62.5% |
| All | +101.9% | +70.0% | +31.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 3y: compounded portfolio wealth divided by compounded XLI 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…
3y analysis · Full analysis span regression · 6 months rolling