+135.4%
XLP vs WY
0.0%
+135.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.8% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +9.1% | +8.0% | +1.1% | +6.9% |
| 3M | +7.9% | -17.7% | +25.5% | +13.2% |
| 6M | +9.6% | -10.8% | +20.4% | +12.4% |
| YTD | +19.4% | -10.6% | +30.0% | +22.1% |
| 1Y | +22.4% | -5.7% | +28.1% | +23.3% |
| 3Y | +43.2% | -24.8% | +68.0% | +50.6% |
| 5Y | +42.6% | -31.7% | +74.3% | +51.8% |
| 10Y | +135.4% | +2.9% | +132.5% | +112.9% |
| All | +135.4% | 0.0% | +135.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling