+157.5%
XLP vs W
+176.2%
-18.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -0.8% |
| 30D | -0.9% | -7.6% | +6.7% | -0.6% |
| 3M | +3.8% | +37.2% | -33.4% | +1.9% |
| 6M | -1.7% | +26.3% | -28.1% | -3.4% |
| YTD | +10.3% | -1.0% | +11.2% | +9.4% |
| 1Y | +7.8% | +20.1% | -12.3% | +5.7% |
| 3Y | +27.2% | +37.8% | -10.6% | +21.0% |
| 5Y | +32.5% | -63.7% | +96.2% | +28.9% |
| 10Y | +101.8% | +156.3% | -54.5% | +66.4% |
| All | +157.5% | +176.2% | -18.7% | +110.8% |
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