+7.0%
WMT vs XLU
+4.9%
+2.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | -4.4% | -1.3% | -3.1% | -4.0% |
| 3M | -8.8% | -1.3% | -7.5% | -8.4% |
| 6M | -15.6% | -7.6% | -8.0% | -13.2% |
| YTD | -3.2% | +2.3% | -5.5% | -2.7% |
| 1Y | +7.0% | +5.8% | +1.3% | +12.3% |
| All | +7.0% | +4.9% | +2.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling