+179.6%
XLP vs W
+214.9%
-35.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.5% | -0.4% |
| 7D | +3.5% | -5.6% | +9.1% | +3.7% |
| 30D | +11.6% | +7.5% | +4.0% | +11.1% |
| 3M | +7.6% | +5.4% | +2.2% | +7.3% |
| 6M | +10.0% | +79.4% | -69.4% | +6.5% |
| YTD | +19.7% | +12.9% | +6.8% | +18.0% |
| 1Y | +23.5% | +12.4% | +11.0% | +21.6% |
| 3Y | +44.0% | +128.5% | -84.5% | +33.7% |
| 5Y | +42.7% | -54.0% | +96.6% | +37.2% |
| 10Y | +131.3% | +248.8% | -117.4% | +88.4% |
| All | +179.6% | +214.9% | -35.3% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling