+225.7%
XLE vs GWW
+222.6%
+3.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.8% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +12.6% | +1.1% | +11.5% | +12.2% |
| 3M | +11.8% | -1.0% | +12.8% | +11.8% |
| 6M | +16.1% | +16.3% | -0.2% | +10.1% |
| YTD | +46.9% | +28.5% | +18.4% | +34.7% |
| 1Y | +53.3% | +30.3% | +23.0% | +39.8% |
| 3Y | +54.9% | +91.6% | -36.7% | +24.6% |
| 5Y | +225.7% | +224.0% | +1.7% | +118.7% |
| All | +225.7% | +222.6% | +3.1% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling