+163.4%
XLE vs SW
-0.1%
+163.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -5.0% |
| 7D | -7.2% | +12.1% | -19.3% | -7.9% |
| 30D | +0.1% | +6.6% | -6.4% | -0.3% |
| 3M | +9.2% | -6.0% | +15.2% | +9.5% |
| 6M | +8.4% | +21.5% | -13.1% | +6.2% |
| YTD | +44.9% | +20.3% | +24.6% | +41.5% |
| 1Y | +49.9% | +28.1% | +21.7% | +45.4% |
| 3Y | +61.1% | +51.6% | +9.5% | +55.1% |
| 5Y | +163.4% | -0.1% | +163.5% | +147.1% |
| All | +163.4% | -0.1% | +163.5% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling