+54.6%
XLE vs W
+39.1%
+15.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | +2.2% | -4.2% | +6.4% | +2.3% |
| 30D | +11.8% | -7.6% | +19.3% | +12.0% |
| 3M | +9.8% | +37.2% | -27.3% | +7.9% |
| 6M | +15.6% | +26.3% | -10.7% | +13.9% |
| YTD | +45.3% | -1.0% | +46.2% | +45.2% |
| 1Y | +48.3% | +20.1% | +28.2% | +44.9% |
| All | +54.6% | +39.1% | +15.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling