+292.6%
XLU vs SW
+755.0%
-462.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +0.9% |
| 30D | -1.3% | -4.6% | +3.3% | -1.2% |
| 3M | -1.3% | +9.4% | -10.7% | -1.6% |
| 6M | -7.6% | +3.5% | -11.2% | -7.8% |
| YTD | +2.3% | +22.0% | -19.8% | +1.6% |
| 1Y | +5.8% | +2.2% | +3.6% | +5.5% |
| 3Y | +50.5% | +19.6% | +30.9% | +49.2% |
| 5Y | +44.1% | -2.3% | +46.5% | +42.6% |
| 10Y | +138.2% | +181.4% | -43.1% | +131.8% |
| All | +292.6% | +755.0% | -462.4% | +296.7% |
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 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