+1,186.7%
WMT vs XLI
+1,115.6%
+71.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | -5.0% | -5.8% | +0.9% | -2.2% |
| 3M | -11.3% | +0.7% | -12.0% | -11.9% |
| 6M | -13.8% | +3.2% | -17.0% | -15.6% |
| YTD | -4.2% | +13.0% | -17.2% | -10.4% |
| 1Y | +4.6% | +16.8% | -12.2% | -3.9% |
| 3Y | +100.5% | +72.4% | +28.1% | +50.9% |
| 5Y | +129.7% | +82.8% | +46.9% | +66.1% |
| 10Y | +423.4% | +252.4% | +171.0% | +157.6% |
| All | +1,186.7% | +1,115.6% | +71.0% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling