+34.5%
XLB vs WY
-23.0%
+57.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -0.2% | -2.1% | +1.8% | +0.6% |
| 30D | -1.7% | -10.5% | +8.7% | +2.6% |
| 3M | +4.4% | -4.9% | +9.2% | +6.1% |
| 6M | +5.0% | -4.9% | +9.9% | +6.6% |
| YTD | +15.5% | -1.7% | +17.1% | +15.1% |
| 1Y | +14.9% | -9.4% | +24.3% | +18.5% |
| 3Y | +34.5% | -22.3% | +56.8% | +44.9% |
| All | +34.5% | -23.0% | +57.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling