+552.8%
XLP vs WY
+185.9%
+366.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | +10.3% | +13.0% | -2.7% | +7.3% |
| 3M | +6.5% | -16.8% | +23.3% | +10.9% |
| 6M | +8.4% | -11.2% | +19.6% | +10.9% |
| YTD | +18.2% | -9.1% | +27.3% | +20.1% |
| 1Y | +22.4% | -4.8% | +27.2% | +23.0% |
| 3Y | +41.9% | -25.3% | +67.2% | +48.7% |
| 5Y | +40.9% | -33.2% | +74.0% | +49.7% |
| 10Y | +128.4% | +6.6% | +121.8% | +107.0% |
| All | +552.8% | +185.9% | +366.9% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling