+1,182.8%
WMT vs XLK
+1,438.0%
-255.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -6.4% | -0.5% | -6.0% | -6.4% |
| 3M | -12.1% | +5.0% | -17.1% | -14.3% |
| 6M | -15.0% | +32.9% | -47.8% | -24.5% |
| YTD | -4.5% | +29.0% | -33.5% | -14.5% |
| 1Y | +6.2% | +37.8% | -31.7% | -7.7% |
| 3Y | +99.9% | +118.7% | -18.8% | +42.7% |
| 5Y | +131.4% | +145.6% | -14.1% | +54.0% |
| 10Y | +433.2% | +791.5% | -358.3% | +104.4% |
| All | +1,182.8% | +1,438.0% | -255.3% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling