+34.7%
XLC vs SW
-1.6%
+36.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +3.1% | +4.7% | -1.6% | +2.6% |
| 30D | -6.5% | +5.0% | -11.5% | -7.1% |
| 3M | -5.6% | -7.3% | +1.8% | -4.9% |
| 6M | -9.2% | +15.0% | -24.2% | -10.8% |
| YTD | -10.6% | +18.5% | -29.1% | -12.8% |
| 1Y | -6.9% | +27.1% | -34.0% | -9.9% |
| 3Y | +59.9% | +49.3% | +10.6% | +51.3% |
| 5Y | +34.7% | -1.6% | +36.3% | +25.7% |
| All | +34.7% | -1.6% | +36.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling