+12.5%
XLF vs W
+0.7%
+11.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +7.6% | +6.8% | +0.8% | +7.0% |
| 3M | +1.1% | +10.7% | -9.6% | +0.1% |
| 6M | +15.9% | +86.3% | -70.5% | +7.8% |
| YTD | +8.4% | +11.5% | -3.0% | +5.0% |
| 1Y | +12.5% | +5.1% | +7.4% | +9.4% |
| All | +12.5% | +0.7% | +11.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling