+173.6%
XLB vs W
+210.4%
-36.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | 0.0% | +7.4% | -7.3% | -1.0% |
| 6M | 0.0% | +69.3% | -69.4% | -6.8% |
| YTD | +16.0% | +11.3% | +4.7% | +12.3% |
| 1Y | +24.7% | +13.2% | +11.5% | +20.3% |
| 3Y | +40.4% | +142.0% | -101.7% | +18.8% |
| 5Y | +30.7% | -54.6% | +85.3% | +20.4% |
| 10Y | +173.3% | +243.7% | -70.4% | +85.4% |
| All | +173.6% | +210.4% | -36.8% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling