+127.5%
XLP vs SW
+185.4%
-57.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | +3.5% | +4.7% | -1.2% | +3.2% |
| 30D | +11.6% | +5.0% | +6.6% | +11.3% |
| 3M | +7.6% | -7.3% | +15.0% | +8.0% |
| 6M | +10.0% | +15.0% | -5.0% | +9.1% |
| YTD | +19.7% | +18.5% | +1.2% | +18.4% |
| 1Y | +23.5% | +27.1% | -3.7% | +21.6% |
| 3Y | +44.0% | +49.3% | -5.3% | +39.8% |
| 5Y | +42.7% | -1.6% | +44.3% | +39.6% |
| All | +127.5% | +185.4% | -57.9% | +108.1% |
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