+133.1%
XLP vs SW
+189.7%
-56.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +3.1% |
| 7D | +5.9% | +12.1% | -6.2% | +5.2% |
| 30D | +13.5% | +6.6% | +6.9% | +13.1% |
| 3M | +8.4% | -6.0% | +14.4% | +8.7% |
| 6M | +11.5% | +21.5% | -9.9% | +10.3% |
| YTD | +20.6% | +20.3% | +0.3% | +19.2% |
| 1Y | +24.3% | +28.1% | -3.8% | +22.4% |
| 3Y | +45.1% | +51.6% | -6.5% | +40.8% |
| 5Y | +44.6% | -0.1% | +44.7% | +41.4% |
| 10Y | +133.1% | +189.7% | -56.7% | +113.4% |
| All | +133.1% | +189.7% | -56.7% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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