+176.5%
XLE vs WY
+3.3%
+173.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +4.4% | -5.4% | +9.8% | +7.0% |
| 30D | -4.3% | +7.9% | -12.1% | -8.2% |
| 3M | +6.0% | -16.6% | +22.6% | +14.2% |
| 6M | +13.2% | -11.2% | +24.4% | +17.2% |
| YTD | +46.7% | -11.3% | +58.1% | +50.5% |
| 1Y | +46.6% | -5.5% | +52.2% | +45.4% |
| 3Y | +69.6% | -25.4% | +95.0% | +83.9% |
| 5Y | +166.5% | -32.4% | +198.9% | +195.4% |
| All | +176.5% | +3.3% | +173.2% | +133.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling