+1,200.0%
WMT vs XLV
+897.9%
+302.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | 0.0% | -3.6% | +3.6% | +2.2% |
| 30D | -7.4% | -1.8% | -5.6% | -6.4% |
| 3M | -10.9% | +7.8% | -18.7% | -14.8% |
| 6M | -12.7% | +9.1% | -21.8% | -17.3% |
| YTD | -3.2% | +7.7% | -10.9% | -7.6% |
| 1Y | +5.3% | +20.4% | -15.2% | -6.3% |
| 3Y | +101.9% | +30.8% | +71.1% | +69.8% |
| 5Y | +134.6% | +34.6% | +99.9% | +92.4% |
| 10Y | +440.4% | +173.4% | +267.0% | +179.2% |
| All | +1,200.0% | +897.9% | +302.1% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling