+508.9%
XLP vs GWW
+5,210.6%
-4,701.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -0.9% | +3.3% | -4.1% | -1.6% |
| 3M | +3.8% | +2.9% | +0.9% | +3.0% |
| 6M | -1.7% | +15.8% | -17.5% | -5.1% |
| YTD | +10.3% | +32.0% | -21.8% | +3.3% |
| 1Y | +7.8% | +29.9% | -22.1% | +1.2% |
| 3Y | +27.2% | +91.1% | -63.9% | +8.6% |
| 5Y | +32.5% | +223.9% | -191.4% | -0.4% |
| 10Y | +101.8% | +567.0% | -465.2% | +25.3% |
| All | +508.9% | +5,210.6% | -4,701.7% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling