+156.6%
XLE vs SW
+755.0%
-598.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +2.2% | -5.1% | +7.3% | +2.4% |
| 30D | +11.8% | -4.6% | +16.4% | +12.0% |
| 3M | +9.8% | +9.4% | +0.4% | +9.1% |
| 6M | +15.6% | +3.5% | +12.1% | +15.0% |
| YTD | +45.3% | +22.0% | +23.2% | +43.1% |
| 1Y | +48.3% | +2.2% | +46.1% | +47.3% |
| 3Y | +55.4% | +19.6% | +35.8% | +52.4% |
| 5Y | +216.1% | -2.3% | +218.4% | +208.8% |
| 10Y | +178.4% | +181.4% | -3.0% | +160.5% |
| All | +156.6% | +755.0% | -598.4% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling