-5.8%
XLC vs GWW
+55.5%
-61.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.1% | +2.5% |
| 7D | +1.8% | +11.1% | -9.3% | +0.4% |
| 30D | -6.0% | +15.7% | -21.7% | -7.7% |
| 3M | -6.0% | +14.8% | -20.8% | -7.7% |
| 6M | -9.1% | +30.9% | -40.0% | -13.0% |
| YTD | -10.0% | +48.5% | -58.5% | -15.7% |
| 1Y | -5.8% | +57.1% | -62.9% | -12.9% |
| All | -5.8% | +55.5% | -61.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling