+44.2%
XLU vs WY
-22.2%
+66.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -4.2% | +2.6% | -0.5% |
| 30D | -3.3% | -10.1% | +6.8% | -0.5% |
| 3M | -3.2% | -8.5% | +5.3% | -1.1% |
| 6M | -7.0% | -3.3% | -3.6% | -6.5% |
| YTD | +0.6% | -4.4% | +5.0% | +1.2% |
| 1Y | +2.4% | -11.5% | +13.9% | +5.1% |
| 3Y | +46.3% | -24.3% | +70.6% | +55.0% |
| All | +44.2% | -22.2% | +66.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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