+290.1%
XLF vs W
+209.7%
+80.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | +6.2% | +3.2% | +3.0% | +5.7% |
| 3M | +0.9% | +8.3% | -7.4% | -0.2% |
| 6M | +13.6% | +84.3% | -70.6% | +5.5% |
| YTD | +7.6% | +11.0% | -3.4% | +4.4% |
| 1Y | +10.2% | -0.2% | +10.4% | +7.9% |
| 3Y | +79.8% | +157.9% | -78.1% | +52.4% |
| 5Y | +58.0% | -56.8% | +114.8% | +47.1% |
| 10Y | +222.8% | +212.2% | +10.7% | +116.5% |
| All | +290.1% | +209.7% | +80.4% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling