+128.8%
XLP vs GWW
+694.6%
-565.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.1% | +5.1% | -5.0% | -1.1% |
| 30D | +8.9% | +12.2% | -3.3% | +6.2% |
| 3M | +7.5% | +13.5% | -6.1% | +4.4% |
| 6M | +9.4% | +17.8% | -8.4% | +5.2% |
| YTD | +19.3% | +44.3% | -25.1% | +9.2% |
| 1Y | +21.7% | +52.8% | -31.1% | +9.9% |
| 3Y | +44.0% | +89.9% | -45.9% | +22.0% |
| 5Y | +42.8% | +214.5% | -171.7% | +5.6% |
| 10Y | +128.8% | +657.6% | -528.8% | +45.1% |
| All | +128.8% | +694.6% | -565.8% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling