+111.4%
XLK vs W
-55.8%
+167.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -10.6% | +6.8% | -17.4% | -11.7% |
| 3M | -10.6% | +10.7% | -21.3% | -12.5% |
| 6M | -3.5% | +86.3% | -89.8% | -14.6% |
| YTD | +18.7% | +11.5% | +7.2% | +13.3% |
| 1Y | +19.4% | +5.1% | +14.3% | +14.8% |
| 3Y | +94.5% | +171.0% | -76.5% | +47.7% |
| All | +111.4% | -55.8% | +167.2% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling