+142.5%
XLC vs SW
+56.0%
+86.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.8% | -5.1% | +4.2% | -0.4% |
| 30D | +1.0% | -4.6% | +5.6% | +1.5% |
| 3M | -0.7% | +9.4% | -10.1% | -1.8% |
| 6M | -5.1% | +3.5% | -8.7% | -5.9% |
| YTD | -4.3% | +22.0% | -26.3% | -6.7% |
| 1Y | -0.6% | +2.2% | -2.8% | -1.6% |
| 3Y | +72.7% | +19.6% | +53.1% | +66.6% |
| 5Y | +38.0% | -2.3% | +40.3% | +32.3% |
| All | +142.5% | +56.0% | +86.4% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling