+128.9%
XLE vs W
+176.2%
-47.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.5% |
| 30D | +11.8% | -7.6% | +19.3% | +12.3% |
| 3M | +9.8% | +37.2% | -27.3% | +6.1% |
| 6M | +15.6% | +26.3% | -10.7% | +11.8% |
| YTD | +45.3% | -1.0% | +46.2% | +42.8% |
| 1Y | +48.3% | +20.1% | +28.2% | +42.4% |
| 3Y | +55.4% | +37.8% | +17.6% | +41.1% |
| 5Y | +216.1% | -63.7% | +279.7% | +204.9% |
| 10Y | +178.4% | +156.3% | +22.1% | +85.6% |
| All | +128.9% | +176.2% | -47.3% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling