+136.0%
XLC vs GWW
+429.8%
-293.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.4% |
| 7D | +3.7% | +3.6% | +0.2% | +2.4% |
| 30D | -1.9% | +12.1% | -14.0% | -6.1% |
| 3M | -3.1% | +12.9% | -16.0% | -7.6% |
| 6M | -6.4% | +19.3% | -25.7% | -12.8% |
| YTD | -6.8% | +48.7% | -55.5% | -20.7% |
| 1Y | -1.7% | +60.5% | -62.2% | -18.9% |
| 3Y | +64.7% | +93.3% | -28.6% | +24.0% |
| 5Y | +41.1% | +219.0% | -177.9% | -14.8% |
| All | +136.0% | +429.8% | -293.8% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling