+41.9%
XLP vs GWW
+92.7%
-50.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | +0.7% | +6.0% | -5.3% | -0.2% |
| 30D | +10.3% | +14.0% | -3.8% | +8.1% |
| 3M | +6.5% | +12.5% | -6.0% | +4.6% |
| 6M | +8.4% | +23.6% | -15.3% | +4.7% |
| YTD | +18.2% | +43.6% | -25.4% | +11.1% |
| 1Y | +22.4% | +52.5% | -30.1% | +14.0% |
| 3Y | +41.9% | +92.6% | -50.7% | +28.8% |
| All | +41.9% | +92.7% | -50.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling