+526.6%
WMT vs XLP
+130.4%
+396.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +12.9% | +8.9% | +3.9% | +4.3% |
| 3M | +12.6% | +7.5% | +5.1% | +5.5% |
| 6M | -3.4% | +9.4% | -12.9% | -10.9% |
| YTD | +13.5% | +19.3% | -5.8% | -2.8% |
| 1Y | +23.5% | +21.7% | +1.8% | +3.8% |
| 3Y | +137.3% | +44.0% | +93.4% | +72.6% |
| 5Y | +167.9% | +42.8% | +125.1% | +96.0% |
| 10Y | +526.6% | +128.8% | +397.8% | +208.5% |
| All | +526.6% | +130.4% | +396.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling