+101.9%
WMT vs XLU
+47.0%
+54.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -7.4% | -3.3% | -4.1% | -6.4% |
| 3M | -10.9% | -3.2% | -7.7% | -9.9% |
| 6M | -12.7% | -7.0% | -5.7% | -10.7% |
| YTD | -3.2% | +0.6% | -3.8% | -3.4% |
| 1Y | +5.3% | +2.4% | +2.8% | +4.5% |
| 3Y | +101.9% | +46.3% | +55.6% | +85.9% |
| All | +101.9% | +47.0% | +54.8% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling