+788.5%
XLK vs W
+158.6%
+629.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -0.6% | -4.2% | +3.6% | 0.0% |
| 3M | +2.6% | +26.9% | -24.3% | -2.6% |
| 6M | +34.0% | +31.2% | +2.7% | +25.6% |
| YTD | +30.7% | -1.8% | +32.5% | +27.8% |
| 1Y | +39.2% | +9.3% | +29.9% | +32.4% |
| 3Y | +120.4% | +33.2% | +87.2% | +88.5% |
| 5Y | +148.8% | -62.4% | +211.2% | +131.0% |
| All | +788.5% | +158.6% | +629.9% | +457.6% |
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 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