+35.8%
XLC vs W
-54.5%
+90.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | +4.9% | -3.6% | +8.5% | +5.3% |
| 30D | -5.8% | +7.0% | -12.8% | -6.9% |
| 3M | -5.4% | +7.4% | -12.8% | -6.7% |
| 6M | -10.2% | +69.3% | -79.5% | -18.1% |
| YTD | -10.2% | +11.3% | -21.5% | -13.9% |
| 1Y | -5.6% | +13.2% | -18.8% | -10.1% |
| 3Y | +61.0% | +142.0% | -81.0% | +26.5% |
| All | +35.8% | -54.5% | +90.3% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling