+158.8%
XLB vs WY
+7.2%
+151.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.1% |
| 7D | -3.5% | -3.7% | +0.1% | -1.9% |
| 30D | -4.7% | -11.3% | +6.6% | +0.4% |
| 3M | +2.7% | -8.1% | +10.9% | +6.1% |
| 6M | +2.6% | -7.4% | +10.0% | +5.4% |
| YTD | +12.8% | -4.7% | +17.5% | +14.1% |
| 1Y | +14.0% | -9.2% | +23.2% | +17.4% |
| 3Y | +31.5% | -24.7% | +56.2% | +44.9% |
| 5Y | +33.4% | -21.6% | +55.0% | +42.7% |
| All | +158.8% | +7.2% | +151.6% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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