+42.4%
XLE vs GWW
+57.4%
-15.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -4.0% | +14.0% | -18.0% | -4.1% |
| 3M | +4.6% | +14.4% | -9.8% | +4.4% |
| 6M | +12.3% | +21.7% | -9.4% | +11.6% |
| YTD | +44.5% | +48.4% | -3.9% | +39.1% |
| 1Y | +42.4% | +58.4% | -16.0% | +36.3% |
| All | +42.4% | +57.4% | -15.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling