+889.2%
XLV vs GWW
+5,032.2%
-4,143.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -3.4% | -0.2% | -2.6% |
| 30D | -1.8% | -1.9% | +0.1% | -1.3% |
| 3M | +7.8% | -2.4% | +10.2% | +8.3% |
| 6M | +9.1% | +15.7% | -6.6% | +4.2% |
| YTD | +7.7% | +27.6% | -19.9% | -0.3% |
| 1Y | +20.4% | +27.2% | -6.8% | +11.4% |
| 3Y | +30.8% | +89.7% | -58.9% | +6.2% |
| 5Y | +34.6% | +223.9% | -189.3% | -8.2% |
| 10Y | +173.4% | +567.1% | -393.7% | +43.1% |
| All | +889.2% | +5,032.2% | -4,143.0% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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