+22.4%
XLP vs NWSA
-0.1%
+22.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.3% | -9.7% | +12.0% | +3.4% |
| 30D | +9.1% | -8.6% | +17.7% | +10.2% |
| 3M | +7.9% | -6.3% | +14.1% | +8.8% |
| 6M | +9.6% | -1.2% | +10.8% | +10.0% |
| YTD | +19.4% | +2.6% | +16.8% | +20.9% |
| 1Y | +22.4% | 0.0% | +22.3% | +24.8% |
| All | +22.4% | -0.1% | +22.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling