+63.0%
XLC vs GWW
+95.0%
-32.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.2% |
| 7D | +3.1% | +3.7% | -0.6% | +2.1% |
| 30D | -4.2% | +13.6% | -17.8% | -7.3% |
| 3M | -2.1% | +15.4% | -17.5% | -5.7% |
| 6M | -6.6% | +21.8% | -28.4% | -11.7% |
| YTD | -7.8% | +50.0% | -57.8% | -18.5% |
| 1Y | -4.1% | +60.2% | -64.3% | -17.1% |
| All | +63.0% | +95.0% | -32.0% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling