+141.4%
XLC vs W
-10.6%
+152.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +0.6% | +6.5% | -5.9% | -0.3% |
| 30D | +0.2% | -6.2% | +6.5% | +1.0% |
| 3M | +0.6% | +48.9% | -48.2% | -6.0% |
| 6M | -4.5% | +31.2% | -35.7% | -9.9% |
| YTD | -4.7% | -0.4% | -4.3% | -7.1% |
| 1Y | -1.7% | +14.8% | -16.5% | -6.9% |
| 3Y | +72.3% | +40.5% | +31.8% | +47.9% |
| 5Y | +37.8% | -62.1% | +99.9% | +27.1% |
| All | +141.4% | -10.6% | +152.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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