+1,200.0%
WMT vs XLY
+1,114.2%
+85.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | -7.4% | -4.2% | -3.2% | -5.0% |
| 3M | -10.9% | -2.7% | -8.2% | -9.8% |
| 6M | -12.7% | -0.6% | -12.0% | -13.1% |
| YTD | -3.2% | -5.0% | +1.8% | -1.3% |
| 1Y | +5.3% | -4.1% | +9.4% | +6.2% |
| 3Y | +101.9% | +33.6% | +68.3% | +63.0% |
| 5Y | +134.6% | +28.7% | +105.8% | +84.2% |
| 10Y | +440.4% | +219.6% | +220.8% | +115.9% |
| All | +1,200.0% | +1,114.2% | +85.8% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling