+121.4%
XLE vs W
+210.4%
-88.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -12.0% | -3.6% | -8.4% | -11.8% |
| 30D | -2.7% | +7.0% | -9.7% | -3.4% |
| 3M | +6.6% | +7.4% | -0.8% | +5.6% |
| 6M | +9.5% | +69.3% | -59.8% | +3.6% |
| YTD | +40.6% | +11.3% | +29.3% | +36.7% |
| 1Y | +43.6% | +13.2% | +30.4% | +39.1% |
| 3Y | +58.1% | +142.0% | -83.9% | +36.9% |
| 5Y | +152.2% | -54.6% | +206.8% | +138.0% |
| 10Y | +172.9% | +243.7% | -70.8% | +78.2% |
| All | +121.4% | +210.4% | -88.9% | +45.1% |
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 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