+1,024.7%
XLE vs WY
+213.7%
+811.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.2% | -1.7% | +3.9% | +3.0% |
| 30D | +11.8% | -10.1% | +21.9% | +16.8% |
| 3M | +9.8% | -5.1% | +15.0% | +11.4% |
| 6M | +15.6% | -4.8% | +20.4% | +16.2% |
| YTD | +45.3% | -0.2% | +45.5% | +42.7% |
| 1Y | +48.3% | -6.6% | +54.9% | +49.3% |
| 3Y | +55.4% | -22.7% | +78.2% | +66.6% |
| 5Y | +216.1% | -22.2% | +238.3% | +230.5% |
| 10Y | +178.4% | +7.3% | +171.1% | +138.5% |
| All | +1,024.7% | +213.7% | +811.0% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling