+35.0%
XLB vs SW
+19.6%
+15.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.4% | -5.1% | +3.7% | -0.2% |
| 30D | -0.4% | -4.6% | +4.2% | +0.6% |
| 3M | +2.0% | +9.4% | -7.4% | -0.5% |
| 6M | +1.8% | +3.5% | -1.7% | +0.1% |
| YTD | +16.6% | +22.0% | -5.4% | +10.4% |
| 1Y | +16.9% | +2.2% | +14.7% | +14.3% |
| All | +35.0% | +19.6% | +15.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling