+994.0%
XLE vs WY
+188.0%
+806.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -4.8% | +10.6% | -15.5% | -9.4% |
| 3M | +8.4% | -16.6% | +25.0% | +16.1% |
| 6M | +12.7% | -8.6% | +21.3% | +15.0% |
| YTD | +41.3% | -8.4% | +49.7% | +42.9% |
| 1Y | +42.3% | -5.1% | +47.4% | +41.4% |
| 3Y | +65.1% | -21.9% | +87.0% | +74.9% |
| 5Y | +150.2% | -31.3% | +181.5% | +174.7% |
| 10Y | +163.9% | +3.6% | +160.3% | +128.2% |
| All | +994.0% | +188.0% | +806.0% | +490.5% |
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