+218.0%
XLE vs W
-63.2%
+281.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +2.2% | -4.2% | +6.4% | +2.4% |
| 30D | +11.8% | -7.6% | +19.3% | +12.1% |
| 3M | +9.8% | +37.2% | -27.3% | +7.7% |
| 6M | +15.6% | +26.3% | -10.7% | +13.5% |
| YTD | +45.3% | -1.0% | +46.2% | +44.3% |
| 1Y | +48.3% | +20.1% | +28.2% | +45.0% |
| 3Y | +55.4% | +37.8% | +17.6% | +45.1% |
| All | +218.0% | -63.2% | +281.2% | +209.0% |
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