+28.3%
XLB vs WY
-32.2%
+60.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | 0.0% | -5.4% | +5.4% | +2.6% |
| 30D | +5.3% | +7.9% | -2.6% | +1.4% |
| 3M | 0.0% | -16.6% | +16.6% | +8.4% |
| 6M | +1.2% | -11.2% | +12.4% | +6.0% |
| YTD | +16.9% | -11.3% | +28.2% | +21.7% |
| 1Y | +20.9% | -5.5% | +26.4% | +21.8% |
| 3Y | +43.3% | -25.4% | +68.7% | +58.3% |
| 5Y | +28.3% | -32.4% | +60.7% | +48.1% |
| All | +28.3% | -32.2% | +60.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling