+183.5%
XLB vs SW
+189.7%
-6.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.0% |
| 7D | +3.9% | +12.1% | -8.1% | +2.4% |
| 30D | +8.9% | +6.6% | +2.3% | +8.0% |
| 3M | +4.1% | -6.0% | +10.1% | +4.8% |
| 6M | +7.3% | +21.5% | -14.2% | +4.5% |
| YTD | +20.4% | +20.3% | +0.1% | +17.1% |
| 1Y | +29.5% | +28.1% | +1.4% | +25.0% |
| 3Y | +44.9% | +51.6% | -6.7% | +37.1% |
| 5Y | +36.6% | -0.1% | +36.8% | +30.6% |
| 10Y | +183.5% | +189.7% | -6.2% | +141.9% |
| All | +183.5% | +189.7% | -6.2% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling