+821.1%
XLB vs WY
+183.6%
+637.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | +5.2% | +10.1% | -5.0% | -0.1% |
| 3M | +0.3% | -15.4% | +15.7% | +8.5% |
| 6M | +1.2% | -8.3% | +9.5% | +4.5% |
| YTD | +16.6% | -9.8% | +26.5% | +20.8% |
| 1Y | +21.4% | -3.9% | +25.3% | +21.6% |
| 3Y | +43.2% | -23.3% | +66.5% | +57.4% |
| 5Y | +28.0% | -31.2% | +59.2% | +46.6% |
| 10Y | +164.8% | +5.5% | +159.2% | +116.9% |
| All | +821.1% | +183.6% | +637.4% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling