+149.9%
XLE vs W
-54.5%
+204.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -12.0% | -3.6% | -8.4% | -11.9% |
| 30D | -2.7% | +7.0% | -9.7% | -3.1% |
| 3M | +6.6% | +7.4% | -0.8% | +6.1% |
| 6M | +9.5% | +69.3% | -59.8% | +6.3% |
| YTD | +40.6% | +11.3% | +29.3% | +38.9% |
| 1Y | +43.6% | +13.2% | +30.4% | +41.5% |
| 3Y | +58.1% | +142.0% | -83.9% | +44.2% |
| All | +149.9% | -54.5% | +204.4% | +127.1% |
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