+142.5%
XLC vs WY
-14.4%
+156.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | +1.0% | -10.1% | +11.1% | +4.7% |
| 3M | -0.7% | -5.1% | +4.4% | +0.7% |
| 6M | -5.1% | -4.8% | -0.4% | -4.2% |
| YTD | -4.3% | -0.2% | -4.0% | -5.2% |
| 1Y | -0.6% | -6.6% | +6.1% | +0.5% |
| 3Y | +72.7% | -22.7% | +95.4% | +83.1% |
| 5Y | +38.0% | -22.2% | +60.2% | +44.9% |
| All | +142.5% | -14.4% | +156.9% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling