+159.6%
XLB vs W
+146.2%
+13.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -0.2% | +6.5% | -6.7% | -1.0% |
| 30D | -1.7% | -6.2% | +4.5% | -1.1% |
| 3M | +4.4% | +48.9% | -44.5% | -1.4% |
| 6M | +5.0% | +31.2% | -26.2% | +0.2% |
| YTD | +15.5% | -0.4% | +15.9% | +13.2% |
| 1Y | +14.9% | +14.8% | +0.1% | +10.1% |
| 3Y | +34.5% | +40.5% | -6.0% | +19.2% |
| 5Y | +36.5% | -62.1% | +98.7% | +28.5% |
| 10Y | +159.6% | +141.5% | +18.1% | +63.4% |
| All | +159.6% | +146.2% | +13.4% | +63.4% |
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