+1,199.9%
WMT vs XLP
+523.7%
+676.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +3.9% | -1.0% | +4.9% | +4.8% |
| 30D | -4.4% | -0.9% | -3.5% | -3.6% |
| 3M | -8.8% | +3.8% | -12.6% | -11.7% |
| 6M | -15.6% | -1.7% | -13.9% | -14.1% |
| YTD | -3.2% | +10.3% | -13.5% | -10.7% |
| 1Y | +7.0% | +7.8% | -0.7% | +0.7% |
| 3Y | +105.3% | +27.2% | +78.1% | +67.8% |
| 5Y | +129.3% | +32.5% | +96.7% | +80.7% |
| 10Y | +423.9% | +101.8% | +322.1% | +186.3% |
| All | +1,199.9% | +523.7% | +676.2% | +173.4% |
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