+633.7%
XLU vs GWW
+4,998.1%
-4,364.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.2% | -3.1% | +2.0% | -0.4% |
| 30D | -2.5% | -2.3% | -0.2% | -2.0% |
| 3M | -2.7% | -3.3% | +0.6% | -2.1% |
| 6M | -7.5% | +15.4% | -22.8% | -11.0% |
| YTD | +0.9% | +26.7% | -25.8% | -5.5% |
| 1Y | +3.3% | +29.0% | -25.7% | -3.8% |
| 3Y | +47.3% | +89.0% | -41.7% | +22.9% |
| 5Y | +44.4% | +221.8% | -177.4% | +4.0% |
| 10Y | +140.8% | +562.7% | -421.9% | +38.6% |
| All | +633.7% | +4,998.1% | -4,364.4% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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