+1.0%
XLU vs W
+21.5%
-20.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.0% | -10.6% | +0.3% |
| 7D | +2.6% | +8.4% | -5.7% | +2.6% |
| 30D | +9.1% | +16.5% | -7.4% | +9.0% |
| 3M | -0.4% | +6.4% | -6.9% | -0.5% |
| 6M | -4.7% | +90.5% | -95.2% | -4.9% |
| YTD | +4.3% | +23.1% | -18.8% | +4.8% |
| 1Y | +1.0% | +24.3% | -23.3% | +1.2% |
| All | +1.0% | +21.5% | -20.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling