+633.7%
XLU vs WY
+199.7%
+434.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | -1.2% | -3.7% | +2.5% | -0.2% |
| 30D | -2.5% | -11.3% | +8.8% | +0.6% |
| 3M | -2.7% | -8.1% | +5.4% | -0.8% |
| 6M | -7.5% | -7.4% | 0.0% | -5.9% |
| YTD | +0.9% | -4.7% | +5.6% | +1.6% |
| 1Y | +3.3% | -9.2% | +12.5% | +5.1% |
| 3Y | +47.3% | -24.7% | +72.0% | +55.9% |
| 5Y | +44.4% | -21.6% | +66.0% | +49.0% |
| 10Y | +140.8% | +6.7% | +134.1% | +113.9% |
| All | +633.7% | +199.7% | +434.0% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling