+176.5%
XLE vs W
+211.1%
-34.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.7% |
| 7D | +4.4% | -1.7% | +6.1% | +4.5% |
| 30D | -4.3% | +3.2% | -7.5% | -4.7% |
| 3M | +6.0% | +8.3% | -2.3% | +5.0% |
| 6M | +13.2% | +84.3% | -71.1% | +6.1% |
| YTD | +46.7% | +11.0% | +35.7% | +42.5% |
| 1Y | +46.6% | -0.2% | +46.8% | +43.6% |
| 3Y | +69.6% | +157.9% | -88.4% | +44.8% |
| 5Y | +166.5% | -56.8% | +223.3% | +155.0% |
| All | +176.5% | +211.1% | -34.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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