+42.0%
XLP vs GWW
+217.3%
-175.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | +6.0% | -5.3% | -0.5% |
| 30D | +10.3% | +14.0% | -3.8% | +7.3% |
| 3M | +6.5% | +12.5% | -6.0% | +3.9% |
| 6M | +8.4% | +23.6% | -15.3% | +3.4% |
| YTD | +18.2% | +43.6% | -25.4% | +8.8% |
| 1Y | +22.4% | +52.5% | -30.1% | +11.2% |
| 3Y | +41.9% | +92.6% | -50.7% | +19.8% |
| All | +42.0% | +217.3% | -175.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling