+135.9%
WMT vs XLV
+33.9%
+102.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -3.6% | +3.6% | +1.8% |
| 30D | -7.4% | -1.8% | -5.6% | -6.5% |
| 3M | -10.9% | +7.8% | -18.7% | -14.1% |
| 6M | -12.7% | +9.1% | -21.8% | -16.5% |
| YTD | -3.2% | +7.7% | -10.9% | -6.8% |
| 1Y | +5.3% | +20.4% | -15.2% | -4.3% |
| 3Y | +101.9% | +30.8% | +71.1% | +75.0% |
| All | +135.9% | +33.9% | +102.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 5y: compounded portfolio wealth divided by compounded XLV 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…
5y analysis · Full analysis span regression · 6 months rolling