+136.5%
WMT vs XLP
+45.4%
+91.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | 0.0% |
| 7D | +2.0% | +2.5% | -0.5% | -0.7% |
| 30D | +10.3% | +7.3% | +3.0% | +2.1% |
| 3M | +11.0% | +8.1% | +2.9% | +2.1% |
| 6M | -2.3% | +10.5% | -12.8% | -12.2% |
| YTD | +15.7% | +21.2% | -5.5% | -5.0% |
| 1Y | +26.0% | +22.7% | +3.3% | +2.1% |
| 3Y | +136.5% | +44.8% | +91.7% | +57.5% |
| All | +136.5% | +45.4% | +91.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling