+246.5%
XLF vs W
+155.6%
+90.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | 0.0% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -1.6% | -5.6% | +4.0% | -1.1% |
| 3M | +9.3% | +41.9% | -32.6% | +4.2% |
| 6M | +14.6% | +30.2% | -15.6% | +9.7% |
| YTD | +4.7% | -2.9% | +7.7% | +3.1% |
| 1Y | +8.6% | +11.6% | -2.9% | +4.7% |
| 3Y | +73.9% | +37.0% | +36.9% | +55.5% |
| 5Y | +65.0% | -62.8% | +127.9% | +56.4% |
| All | +246.5% | +155.6% | +90.9% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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