+288.0%
XLF vs W
+176.2%
+111.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | +0.2% | -7.6% | +7.7% | +0.9% |
| 3M | +11.7% | +37.2% | -25.4% | +7.2% |
| 6M | +13.8% | +26.3% | -12.5% | +9.6% |
| YTD | +7.0% | -1.0% | +8.0% | +5.2% |
| 1Y | +9.1% | +20.1% | -10.9% | +4.6% |
| 3Y | +75.6% | +37.8% | +37.8% | +58.2% |
| 5Y | +66.4% | -63.7% | +130.1% | +57.8% |
| 10Y | +250.3% | +156.3% | +94.0% | +139.0% |
| All | +288.0% | +176.2% | +111.8% | +161.6% |
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