+178.0%
XLV vs SW
+147.8%
+30.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +0.2% | -5.1% | +5.3% | +0.5% |
| 30D | +4.4% | -4.6% | +9.0% | +4.8% |
| 3M | +13.2% | +9.4% | +3.8% | +12.4% |
| 6M | +10.1% | +3.5% | +6.6% | +9.5% |
| YTD | +11.7% | +22.0% | -10.3% | +9.7% |
| 1Y | +26.9% | +2.2% | +24.7% | +26.0% |
| 3Y | +35.0% | +19.6% | +15.4% | +31.6% |
| 5Y | +35.9% | -2.3% | +38.2% | +32.4% |
| All | +178.0% | +147.8% | +30.2% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling