+136.2%
XLP vs GWW
+665.1%
-528.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.2% | +3.7% | -3.9% | -1.0% |
| 30D | +8.2% | +13.6% | -5.4% | +5.1% |
| 3M | +7.7% | +15.4% | -7.6% | +4.2% |
| 6M | +9.3% | +21.8% | -12.5% | +4.3% |
| YTD | +19.5% | +50.0% | -30.6% | +8.4% |
| 1Y | +21.0% | +60.2% | -39.2% | +8.0% |
| 3Y | +43.2% | +94.4% | -51.1% | +20.7% |
| 5Y | +42.7% | +221.8% | -179.1% | +4.7% |
| All | +136.2% | +665.1% | -528.9% | +46.6% |
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