+127.9%
XLC vs SW
+53.9%
+74.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| YTD | -10.0% | +20.3% | -30.4% | -12.2% |
| 1Y | -5.8% | +28.1% | -34.0% | -8.7% |
| 3Y | +60.8% | +51.6% | +9.2% | +52.2% |
| 5Y | +36.6% | -0.1% | +36.7% | +30.8% |
| All | +127.9% | +53.9% | +74.1% | +107.1% |
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