+22.4%
XLP vs W
+10.8%
+11.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +0.8% |
| 30D | +10.3% | +7.0% | +3.3% | +10.1% |
| 3M | +6.5% | +7.4% | -0.8% | +6.4% |
| 6M | +8.4% | +69.3% | -60.9% | +8.1% |
| YTD | +18.2% | +11.3% | +6.9% | +18.3% |
| 1Y | +22.4% | +13.2% | +9.2% | +22.2% |
| All | +22.4% | +10.8% | +11.6% | +22.2% |
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 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