+65.1%
XLE vs GWW
+89.8%
-24.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -7.9% | +5.3% | -13.2% | -9.1% |
| 30D | -4.8% | +12.4% | -17.3% | -7.6% |
| 3M | +8.4% | +13.7% | -5.4% | +4.8% |
| 6M | +12.7% | +18.0% | -5.3% | +7.4% |
| YTD | +41.3% | +44.6% | -3.3% | +25.6% |
| 1Y | +42.3% | +53.1% | -10.8% | +23.8% |
| 3Y | +65.1% | +90.2% | -25.2% | +38.7% |
| All | +65.1% | +89.8% | -24.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling