+164.2%
XLB vs W
+228.8%
-64.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +6.9% | +6.4% | +0.5% | +6.0% |
| 3M | -0.2% | +9.0% | -9.1% | -1.4% |
| 6M | +3.3% | +69.8% | -66.5% | -4.2% |
| YTD | +18.0% | +12.1% | +6.0% | +13.9% |
| 1Y | +24.2% | 0.0% | +24.2% | +21.3% |
| 3Y | +44.7% | +160.3% | -115.6% | +19.8% |
| 5Y | +31.6% | -53.3% | +84.9% | +20.7% |
| 10Y | +164.2% | +217.0% | -52.7% | +67.3% |
| All | +164.2% | +228.8% | -64.6% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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