+811.7%
XLB vs WY
+209.2%
+602.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.2% |
| 7D | -0.2% | -2.1% | +1.8% | +0.8% |
| 30D | -1.7% | -10.5% | +8.7% | +3.8% |
| 3M | +4.4% | -4.9% | +9.2% | +6.4% |
| 6M | +5.0% | -4.9% | +9.9% | +6.8% |
| YTD | +15.5% | -1.7% | +17.1% | +15.0% |
| 1Y | +14.9% | -9.4% | +24.3% | +18.9% |
| 3Y | +34.5% | -22.3% | +56.8% | +47.5% |
| 5Y | +36.5% | -20.5% | +57.1% | +45.4% |
| 10Y | +159.6% | +4.9% | +154.7% | +114.3% |
| All | +811.7% | +209.2% | +602.5% | +247.4% |
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