+159.4%
XLU vs SW
+184.4%
-25.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.7% | +2.2% | -1.5% | +0.6% |
| 30D | +5.6% | +7.4% | -1.8% | +5.2% |
| 3M | +2.1% | -5.9% | +8.1% | +2.4% |
| 6M | -0.9% | +9.0% | -9.8% | -1.5% |
| YTD | +4.6% | +18.1% | -13.5% | +3.3% |
| 1Y | +0.3% | +28.7% | -28.3% | -1.3% |
| 3Y | +58.6% | +48.8% | +9.8% | +54.0% |
| 5Y | +51.5% | +2.5% | +49.0% | +47.8% |
| 10Y | +159.4% | +184.4% | -25.1% | +139.5% |
| All | +159.4% | +184.4% | -25.1% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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