+61.3%
XLC vs SW
+42.5%
+18.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.0% |
| 7D | +1.8% | +12.1% | -10.3% | +0.4% |
| 30D | -6.0% | +6.6% | -12.5% | -6.7% |
| 3M | -6.0% | -6.0% | 0.0% | -5.4% |
| 6M | -9.1% | +21.5% | -30.5% | -11.5% |
| YTD | -10.0% | +20.3% | -30.4% | -12.8% |
| 1Y | -5.8% | +28.1% | -34.0% | -9.6% |
| All | +61.3% | +42.5% | +18.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling