+167.2%
XLE vs SW
+185.4%
-18.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -10.3% | +4.7% | -15.0% | -10.7% |
| 30D | -3.3% | +5.0% | -8.3% | -3.8% |
| 3M | +8.2% | -7.3% | +15.5% | +8.7% |
| 6M | +5.0% | +15.0% | -9.9% | +2.9% |
| YTD | +40.6% | +18.5% | +22.1% | +36.6% |
| 1Y | +45.0% | +27.1% | +17.9% | +39.7% |
| 3Y | +56.3% | +49.3% | +7.0% | +47.0% |
| 5Y | +152.2% | -1.6% | +153.9% | +140.9% |
| All | +167.2% | +185.4% | -18.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling