+142.5%
XLC vs GWW
+370.4%
-227.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.4% |
| 30D | +1.0% | +3.3% | -2.2% | -0.2% |
| 3M | -0.7% | +2.9% | -3.6% | -2.1% |
| 6M | -5.1% | +15.8% | -20.9% | -10.8% |
| YTD | -4.3% | +32.0% | -36.3% | -14.8% |
| 1Y | -0.6% | +29.9% | -30.5% | -11.1% |
| 3Y | +72.7% | +91.1% | -18.4% | +30.1% |
| 5Y | +38.0% | +223.9% | -185.9% | -17.4% |
| All | +142.5% | +370.4% | -227.9% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling