-3.7%
XLC vs W
+4.6%
-8.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.7% |
| 7D | +6.2% | +1.1% | +5.2% | +6.1% |
| 30D | -2.4% | +6.4% | -8.8% | -3.0% |
| 3M | -3.3% | +9.0% | -12.3% | -4.2% |
| 6M | -7.3% | +69.8% | -77.1% | -11.6% |
| YTD | -7.6% | +12.1% | -19.7% | -10.3% |
| 1Y | -3.7% | 0.0% | -3.7% | -5.4% |
| All | -3.7% | +4.6% | -8.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling