+1,036.2%
XLE vs GWW
+5,935.3%
-4,899.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +4.4% | +3.7% | +0.7% | +2.8% |
| 30D | -4.3% | +13.6% | -17.9% | -9.4% |
| 3M | +6.0% | +15.4% | -9.3% | -0.4% |
| 6M | +13.2% | +21.8% | -8.6% | +3.6% |
| YTD | +46.7% | +50.0% | -3.3% | +22.2% |
| 1Y | +46.6% | +60.2% | -13.6% | +18.6% |
| 3Y | +69.6% | +94.4% | -24.8% | +24.7% |
| 5Y | +166.5% | +221.8% | -55.3% | +54.3% |
| 10Y | +178.0% | +665.8% | -487.7% | +7.2% |
| All | +1,036.2% | +5,935.3% | -4,899.1% | +132.4% |
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