+1,475.9%
XLK vs GWW
+5,032.3%
-3,556.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.0% |
| 7D | +0.2% | -3.4% | +3.6% | +1.6% |
| 30D | -0.6% | -1.9% | +1.3% | +0.1% |
| 3M | +2.6% | -2.4% | +5.0% | +3.2% |
| 6M | +34.0% | +15.7% | +18.2% | +25.1% |
| YTD | +30.7% | +27.6% | +3.1% | +16.6% |
| 1Y | +39.2% | +27.2% | +12.0% | +24.1% |
| 3Y | +120.4% | +89.7% | +30.8% | +64.0% |
| 5Y | +148.8% | +223.9% | -75.1% | +45.8% |
| 10Y | +803.3% | +567.1% | +236.2% | +266.8% |
| All | +1,475.9% | +5,032.3% | -3,556.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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