+135.9%
WMT vs XLK
+146.9%
-11.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -7.4% | -0.6% | -6.8% | -7.4% |
| 3M | -10.9% | +2.6% | -13.4% | -11.4% |
| 6M | -12.7% | +34.0% | -46.6% | -18.1% |
| YTD | -3.2% | +30.7% | -33.9% | -8.9% |
| 1Y | +5.3% | +39.2% | -33.9% | -2.7% |
| 3Y | +101.9% | +120.4% | -18.6% | +64.0% |
| All | +135.9% | +146.9% | -11.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 5y: compounded portfolio wealth divided by compounded XLK 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…
5y analysis · Full analysis span regression · 6 months rolling