+135.9%
WMT vs XLY
+28.1%
+107.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | -7.4% | -4.2% | -3.2% | -6.3% |
| 3M | -10.9% | -2.7% | -8.2% | -10.3% |
| 6M | -12.7% | -0.6% | -12.0% | -12.8% |
| YTD | -3.2% | -5.0% | +1.8% | -2.2% |
| 1Y | +5.3% | -4.1% | +9.4% | +5.9% |
| 3Y | +101.9% | +33.6% | +68.3% | +82.9% |
| All | +135.9% | +28.1% | +107.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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