+132.3%
WMT vs XLP
+32.7%
+99.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | +3.9% | -1.0% | +4.9% | +5.0% |
| 30D | -4.4% | -0.9% | -3.5% | -3.5% |
| 3M | -8.8% | +3.8% | -12.6% | -12.0% |
| 6M | -15.6% | -1.7% | -13.9% | -14.0% |
| YTD | -3.2% | +10.3% | -13.5% | -11.3% |
| 1Y | +7.0% | +7.8% | -0.7% | +0.2% |
| 3Y | +105.3% | +27.2% | +78.1% | +66.0% |
| All | +132.3% | +32.7% | +99.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling