+101.4%
XLP vs SW
+147.8%
-46.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.0% | -5.1% | +4.1% | -0.8% |
| 30D | -0.9% | -4.6% | +3.7% | -0.7% |
| 3M | +3.8% | +9.4% | -5.6% | +3.2% |
| 6M | -1.7% | +3.5% | -5.2% | -2.1% |
| YTD | +10.3% | +22.0% | -11.8% | +8.9% |
| 1Y | +7.8% | +2.2% | +5.6% | +7.2% |
| 3Y | +27.2% | +19.6% | +7.6% | +24.7% |
| 5Y | +32.5% | -2.3% | +34.9% | +29.7% |
| All | +101.4% | +147.8% | -46.4% | +83.3% |
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