-5.8%
XLC vs WY
+0.3%
-6.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.2% | +2.9% |
| 7D | +1.8% | +13.3% | -11.6% | +0.5% |
| 30D | -6.0% | +17.6% | -23.6% | -7.5% |
| 3M | -6.0% | -15.0% | +9.0% | -4.2% |
| 6M | -9.1% | -5.9% | -3.1% | -8.4% |
| YTD | -10.0% | -5.7% | -4.3% | -9.8% |
| 1Y | -5.8% | -0.2% | -5.6% | -5.8% |
| All | -5.8% | +0.3% | -6.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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