+35.0%
XLB vs WY
-20.4%
+55.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -2.9% | -1.7% | -1.3% | -2.2% |
| 30D | -3.4% | -9.9% | +6.5% | +1.2% |
| 3M | +1.6% | -7.5% | +9.1% | +4.8% |
| 6M | +3.6% | -5.1% | +8.8% | +5.4% |
| YTD | +14.2% | -2.1% | +16.3% | +14.0% |
| 1Y | +15.6% | -7.3% | +22.9% | +18.2% |
| 3Y | +33.1% | -22.6% | +55.7% | +45.5% |
| 5Y | +35.0% | -19.8% | +54.8% | +47.5% |
| All | +35.0% | -20.4% | +55.5% | +47.5% |
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