+29.0%
XLB vs W
-54.5%
+83.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | +6.1% | +7.0% | -0.9% | +5.1% |
| 3M | 0.0% | +7.4% | -7.3% | -1.0% |
| 6M | 0.0% | +69.3% | -69.4% | -7.0% |
| YTD | +16.0% | +11.3% | +4.7% | +12.2% |
| 1Y | +24.7% | +13.2% | +11.5% | +20.2% |
| 3Y | +40.4% | +142.0% | -101.7% | +18.0% |
| All | +29.0% | -54.5% | +83.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling