+1,422.9%
WMT vs XLP
+568.6%
+854.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.6% |
| 7D | +1.6% | +0.7% | +0.9% | +1.0% |
| 30D | +16.1% | +10.3% | +5.8% | +6.6% |
| 3M | +12.3% | +6.5% | +5.7% | +6.4% |
| 6M | -3.1% | +8.4% | -11.5% | -9.4% |
| YTD | +13.4% | +18.2% | -4.8% | -1.5% |
| 1Y | +24.5% | +22.4% | +2.1% | +5.0% |
| 3Y | +135.7% | +41.9% | +93.8% | +75.5% |
| 5Y | +166.8% | +40.9% | +126.0% | +99.6% |
| 10Y | +543.5% | +128.4% | +415.1% | +216.3% |
| All | +1,422.9% | +568.6% | +854.3% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling