-5.8%
XLC vs SW
+29.5%
-35.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.1% |
| 7D | +1.8% | +12.1% | -10.3% | +0.6% |
| 30D | -6.0% | +6.6% | -12.5% | -6.6% |
| 3M | -6.0% | -6.0% | 0.0% | -5.5% |
| 6M | -9.1% | +21.5% | -30.5% | -10.8% |
| YTD | -10.0% | +20.3% | -30.4% | -12.3% |
| 1Y | -5.8% | +28.1% | -34.0% | -9.0% |
| All | -5.8% | +29.5% | -35.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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