+53.8%
XLE vs WY
-9.3%
+63.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.8% |
| 7D | +0.3% | -1.7% | +2.0% | +0.3% |
| 30D | +8.5% | -9.9% | +18.4% | +8.3% |
| 3M | +14.6% | -7.5% | +22.1% | +14.4% |
| 6M | +17.6% | -5.1% | +22.7% | +17.3% |
| YTD | +48.1% | -2.1% | +50.2% | +46.2% |
| 1Y | +53.8% | -7.3% | +61.1% | +53.4% |
| All | +53.8% | -9.3% | +63.1% | +53.4% |
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