+43.7%
XLP vs W
+126.8%
-83.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.5% | -0.5% |
| 7D | +3.5% | -5.6% | +9.1% | +3.6% |
| 30D | +11.6% | +7.5% | +4.0% | +11.3% |
| 3M | +7.6% | +5.4% | +2.2% | +7.4% |
| 6M | +10.0% | +79.4% | -69.4% | +8.1% |
| YTD | +19.7% | +12.9% | +6.8% | +18.9% |
| 1Y | +23.5% | +12.4% | +11.0% | +22.5% |
| All | +43.7% | +126.8% | -83.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling