+295.9%
XLU vs SW
+722.5%
-426.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.4% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | +4.8% | +6.8% | -2.0% | +4.6% |
| 3M | +0.2% | -5.2% | +5.3% | +0.3% |
| 6M | -4.3% | +7.4% | -11.8% | -4.6% |
| YTD | +3.1% | +17.4% | -14.3% | +2.6% |
| 1Y | +0.3% | +27.1% | -26.8% | -0.4% |
| 3Y | +52.9% | +47.9% | +5.0% | +51.0% |
| 5Y | +49.1% | -2.6% | +51.7% | +47.6% |
| 10Y | +146.6% | +182.7% | -36.1% | +140.0% |
| All | +295.9% | +722.5% | -426.6% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling