+34.1%
XLP vs W
-63.2%
+97.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -0.9% |
| 30D | -0.9% | -7.6% | +6.7% | -0.6% |
| 3M | +3.8% | +37.2% | -33.4% | +2.3% |
| 6M | -1.7% | +26.3% | -28.1% | -3.1% |
| YTD | +10.3% | -1.0% | +11.2% | +9.6% |
| 1Y | +7.8% | +20.1% | -12.3% | +6.1% |
| 3Y | +27.2% | +37.8% | -10.6% | +21.9% |
| All | +34.1% | -63.2% | +97.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling