+22.7%
XLP vs W
+0.7%
+22.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | +7.3% | +6.8% | +0.5% | +7.2% |
| 3M | +8.1% | +10.7% | -2.6% | +7.9% |
| 6M | +10.5% | +86.3% | -75.9% | +10.2% |
| YTD | +21.2% | +11.5% | +9.7% | +21.3% |
| 1Y | +22.7% | +5.1% | +17.6% | +23.3% |
| All | +22.7% | +0.7% | +22.0% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling