+166.9%
XLE vs W
-55.8%
+222.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | +0.2% | +5.3% | +5.4% |
| 30D | -3.9% | +6.8% | -10.8% | -4.3% |
| 3M | +7.0% | +10.7% | -3.6% | +6.4% |
| 6M | +14.2% | +86.3% | -72.1% | +10.3% |
| YTD | +48.2% | +11.5% | +36.7% | +46.4% |
| 1Y | +47.7% | +5.1% | +42.6% | +46.3% |
| 3Y | +70.0% | +171.0% | -101.0% | +54.4% |
| All | +166.9% | -55.8% | +222.7% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling