+181.4%
XLE vs SW
+189.7%
-8.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -5.1% |
| 7D | -7.2% | +12.1% | -19.3% | -8.2% |
| 30D | +0.1% | +6.6% | -6.4% | -0.5% |
| 3M | +9.2% | -6.0% | +15.2% | +9.6% |
| 6M | +8.4% | +21.5% | -13.1% | +5.5% |
| YTD | +44.9% | +20.3% | +24.6% | +40.6% |
| 1Y | +49.9% | +28.1% | +21.7% | +44.3% |
| 3Y | +61.1% | +51.6% | +9.5% | +51.3% |
| 5Y | +163.4% | -0.1% | +163.5% | +151.2% |
| 10Y | +181.4% | +189.7% | -8.4% | +134.2% |
| All | +181.4% | +189.7% | -8.4% | +134.2% |
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