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built · 2026-04-21 21:46·rebalance · annual·next run · 2027-04-21
backtest · S&P 500 (SPX)·range
CAGR—
Annual vol—
Sharpe—
Sortino—
Max drawdown—
Best year—
Worst year—
risk-free raterf = 4.50%
vs S&P 500 (SPX) · 1M—
vs S&P 500 (SPX) · 1Y—
vs S&P 500 (SPX) · 2Y—
vs S&P 500 (SPX) · 3Y—
vs S&P 500 (SPX) · 5Y—
vs S&P 500 (SPX) · 10Y—
no backtest data
sharpe ratio
| ticker | weight | YTD | 1Y | 3Y | 5Y | 10Y |
|---|---|---|---|---|---|---|
| WMT | 14.3% | — | — | — | — | — |
| AMZN | 14.3% | — | — | — | — | — |
| AAPL | 14.3% | — | — | — | — | — |
| UNH | 14.3% | — | — | — | — | — |
| CVS | 14.3% | — | — | — | — | — |
| XOM | 14.3% | — | — | — | — | — |
| COST | 14.2% | — | — | — | — | — |
| weighted | 100% | — | — | — | — | — |
attribution factsheet
holdings · 7
click a row to drill in ↗NameAllocationRationale
WMTWalmart Inc.Consumer Defensive14.30%Walmart is the largest US company by revenue with approximately $650B in annual sales, operating the world's largest retail chain across grocery and general merchandise.AMZNAmazon.com, Inc.Consumer Cyclical14.30%Amazon is the second-largest US company by revenue at approximately $575B, driven by e-commerce dominance, AWS cloud services, and advertising with 13.6% YoY revenue growth.AAPLApple Inc.Technology14.30%Apple ranks third by revenue at approximately $385B from iPhone, services, and other hardware products, showing 15.7% YoY revenue growth.UNHUnitedHealth Group Inc.Healthcare14.30%UnitedHealth Group generates approximately $370B in revenue as the largest US health insurer and healthcare services provider, with 12.3% YoY revenue growth.CVSCVS Health CorporationHealthcare14.30%CVS Health produces approximately $360B in revenue through its integrated pharmacy, health insurance (Aetna), and retail healthcare operations with 8.4% YoY revenue growth.XOMExxon Mobil CorporationEnergy14.30%Exxon Mobil generates approximately $345B in revenue as the largest US energy company, operating across oil and gas exploration, refining, and chemicals.COSTCostco Wholesale CorporationConsumer Defensive14.20%Costco generates approximately $250B in revenue through its membership-based warehouse club model, ranking among the top US retailers with 21.5% YoY revenue growth.
weighting · equal
rebalance · annual
