+1,037.2%
XLE vs GWW
+5,069.0%
-4,031.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | +12.6% | +1.1% | +11.5% | +12.0% |
| 3M | +11.8% | -1.0% | +12.8% | +11.8% |
| 6M | +16.1% | +16.3% | -0.2% | +7.9% |
| YTD | +46.9% | +28.5% | +18.4% | +30.7% |
| 1Y | +53.3% | +30.3% | +23.0% | +35.2% |
| 3Y | +54.9% | +91.6% | -36.7% | +14.5% |
| 5Y | +225.7% | +224.0% | +1.7% | +87.6% |
| 10Y | +170.7% | +551.3% | -380.6% | +11.6% |
| All | +1,037.2% | +5,069.0% | -4,031.8% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling