+64.7%
XLC vs W
+161.9%
-97.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | +0.2% | +3.6% | +3.7% |
| 30D | -1.9% | +6.8% | -8.7% | -2.7% |
| 3M | -3.1% | +10.7% | -13.8% | -4.4% |
| 6M | -6.4% | +86.3% | -92.7% | -13.5% |
| YTD | -6.8% | +11.5% | -18.3% | -9.7% |
| 1Y | -1.7% | +5.1% | -6.8% | -4.3% |
| 3Y | +64.7% | +171.0% | -106.3% | +35.6% |
| All | +64.7% | +161.9% | -97.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling