+196.4%
XLU vs W
+178.1%
+18.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.6% | +5.9% | -5.3% | +0.4% |
| 30D | -0.4% | -3.0% | +2.6% | -0.3% |
| 3M | -1.7% | +40.3% | -42.1% | -3.7% |
| 6M | -7.1% | +32.2% | -39.3% | -8.9% |
| YTD | +1.9% | -0.3% | +2.2% | +1.1% |
| 1Y | +6.1% | +16.2% | -10.0% | +4.1% |
| 3Y | +48.8% | +40.7% | +8.0% | +41.1% |
| 5Y | +43.8% | -62.3% | +106.1% | +39.3% |
| 10Y | +143.2% | +162.2% | -19.1% | +99.1% |
| All | +196.4% | +178.1% | +18.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling