+1,475.9%
XLK vs WY
+200.7%
+1,275.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -4.2% | +4.4% | +1.8% |
| 30D | -0.6% | -10.1% | +9.5% | +3.2% |
| 3M | +2.6% | -8.5% | +11.1% | +5.2% |
| 6M | +34.0% | -3.3% | +37.3% | +34.2% |
| YTD | +30.7% | -4.4% | +35.1% | +30.8% |
| 1Y | +39.2% | -11.5% | +50.7% | +42.9% |
| 3Y | +120.4% | -24.3% | +144.7% | +135.3% |
| 5Y | +148.8% | -21.3% | +170.1% | +160.5% |
| 10Y | +803.3% | +7.0% | +796.3% | +680.9% |
| All | +1,475.9% | +200.7% | +1,275.2% | +732.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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