+46.1%
XLU vs SW
-2.3%
+48.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +1.0% |
| 30D | -1.3% | -4.6% | +3.3% | -1.2% |
| 3M | -1.3% | +9.4% | -10.7% | -1.7% |
| 6M | -7.6% | +3.5% | -11.2% | -7.9% |
| YTD | +2.3% | +22.0% | -19.8% | +1.3% |
| 1Y | +5.8% | +2.2% | +3.6% | +5.3% |
| 3Y | +50.5% | +19.6% | +30.9% | +48.8% |
| All | +46.1% | -2.3% | +48.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling