+49.9%
XLE vs WY
+0.3%
+49.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.4% | -4.3% |
| 7D | -7.2% | +13.3% | -20.5% | -6.6% |
| 30D | +0.1% | +17.6% | -17.5% | +0.9% |
| 3M | +9.2% | -15.0% | +24.2% | +8.9% |
| 6M | +8.4% | -5.9% | +14.3% | +8.2% |
| YTD | +44.9% | -5.7% | +50.6% | +42.6% |
| 1Y | +49.9% | -0.2% | +50.1% | +47.0% |
| All | +49.9% | +0.3% | +49.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling