+121.5%
XLE vs W
+214.9%
-93.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.2% | +5.3% | -2.4% |
| 7D | -10.3% | -5.6% | -4.7% | -10.0% |
| 30D | -3.3% | +7.5% | -10.8% | -4.0% |
| 3M | +8.2% | +5.4% | +2.8% | +7.4% |
| 6M | +5.0% | +79.4% | -74.4% | -1.2% |
| YTD | +40.6% | +12.9% | +27.7% | +36.5% |
| 1Y | +45.0% | +12.4% | +32.6% | +40.6% |
| 3Y | +56.3% | +128.5% | -72.2% | +36.1% |
| 5Y | +152.2% | -54.0% | +206.2% | +137.8% |
| 10Y | +173.0% | +248.8% | -75.8% | +78.0% |
| All | +121.5% | +214.9% | -93.5% | +45.0% |
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 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