+428.1%
WMT vs XLU
+140.5%
+287.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.7% |
| 30D | -7.4% | -3.3% | -4.1% | -6.1% |
| 3M | -10.9% | -3.2% | -7.7% | -9.7% |
| 6M | -12.7% | -7.0% | -5.7% | -10.2% |
| YTD | -3.2% | +0.6% | -3.8% | -3.7% |
| 1Y | +5.3% | +2.4% | +2.8% | +3.9% |
| 3Y | +101.9% | +46.3% | +55.6% | +70.6% |
| 5Y | +134.6% | +44.0% | +90.6% | +98.3% |
| All | +428.1% | +140.5% | +287.6% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling