+225.7%
XLE vs WY
-21.5%
+247.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | +12.6% | -10.5% | +23.1% | +16.3% |
| 3M | +11.8% | -4.9% | +16.7% | +12.9% |
| 6M | +16.1% | -4.9% | +21.0% | +16.6% |
| YTD | +46.9% | -1.7% | +48.5% | +45.3% |
| 1Y | +53.3% | -9.4% | +62.6% | +55.9% |
| 3Y | +54.9% | -22.3% | +77.2% | +63.7% |
| 5Y | +225.7% | -20.5% | +246.2% | +228.6% |
| All | +225.7% | -21.5% | +247.2% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling