+127.5%
XLC vs SW
+50.1%
+77.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.7% |
| 30D | -5.8% | +6.8% | -12.6% | -6.4% |
| 3M | -5.4% | -5.2% | -0.2% | -5.0% |
| 6M | -10.2% | +7.4% | -17.6% | -11.1% |
| YTD | -10.2% | +17.4% | -27.6% | -12.2% |
| 1Y | -5.6% | +27.1% | -32.7% | -8.5% |
| 3Y | +61.0% | +47.9% | +13.1% | +52.7% |
| 5Y | +35.2% | -2.6% | +37.8% | +29.8% |
| All | +127.5% | +50.1% | +77.4% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling