+143.7%
XLC vs WY
-18.0%
+161.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.5% | -4.2% | +4.7% | +1.9% |
| 30D | +2.1% | -10.1% | +12.2% | +5.8% |
| 3M | +0.7% | -8.5% | +9.2% | +3.4% |
| 6M | -3.2% | -3.3% | +0.1% | -2.7% |
| YTD | -3.8% | -4.4% | +0.6% | -3.4% |
| 1Y | -2.0% | -11.5% | +9.5% | +0.8% |
| 3Y | +71.4% | -24.3% | +95.7% | +82.8% |
| 5Y | +40.7% | -21.3% | +62.0% | +47.2% |
| All | +143.7% | -18.0% | +161.7% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling