+399.0%
XLP vs SW
+755.0%
-356.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.0% | -5.1% | +4.1% | -0.9% |
| 30D | -0.9% | -4.6% | +3.7% | -0.8% |
| 3M | +3.8% | +9.4% | -5.6% | +3.5% |
| 6M | -1.7% | +3.5% | -5.2% | -2.0% |
| YTD | +10.3% | +22.0% | -11.8% | +9.5% |
| 1Y | +7.8% | +2.2% | +5.6% | +7.5% |
| 3Y | +27.2% | +19.6% | +7.6% | +25.8% |
| 5Y | +32.5% | -2.3% | +34.9% | +30.9% |
| 10Y | +101.8% | +181.4% | -79.6% | +94.3% |
| All | +399.0% | +755.0% | -356.0% | +380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling