+181.3%
XLE vs GWW
+553.5%
-372.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +8.5% | -1.4% | +10.0% | +9.0% |
| 3M | +14.6% | -3.6% | +18.3% | +15.8% |
| 6M | +17.6% | +15.1% | +2.4% | +9.9% |
| YTD | +48.1% | +27.5% | +20.6% | +32.4% |
| 1Y | +53.8% | +29.6% | +24.2% | +36.1% |
| 3Y | +56.2% | +90.1% | -33.9% | +15.6% |
| 5Y | +227.7% | +222.6% | +5.1% | +85.8% |
| 10Y | +181.3% | +566.5% | -385.2% | +25.9% |
| All | +181.3% | +553.5% | -372.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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