+124.6%
XLP vs W
+238.4%
-113.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.2% |
| 7D | +0.7% | -3.6% | +4.3% | +0.9% |
| 30D | +10.3% | +7.0% | +3.3% | +9.8% |
| 3M | +6.5% | +7.4% | -0.8% | +6.0% |
| 6M | +8.4% | +69.3% | -60.9% | +5.1% |
| YTD | +18.2% | +11.3% | +6.9% | +16.5% |
| 1Y | +22.4% | +13.2% | +9.2% | +20.4% |
| 3Y | +41.9% | +142.0% | -100.1% | +30.9% |
| 5Y | +40.9% | -54.6% | +95.5% | +35.6% |
| All | +124.6% | +238.4% | -113.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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