+214.5%
XLV vs SW
+183.3%
+31.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.0% | +1.8% | +0.2% | +1.9% |
| 30D | +10.3% | +7.0% | +3.2% | +9.7% |
| 3M | +14.1% | -7.6% | +21.7% | +14.7% |
| 6M | +32.3% | +8.5% | +23.8% | +31.3% |
| YTD | +23.2% | +17.7% | +5.5% | +21.2% |
| 1Y | +31.0% | +27.1% | +4.0% | +28.3% |
| 3Y | +57.7% | +48.2% | +9.5% | +52.0% |
| 5Y | +53.4% | -2.3% | +55.8% | +49.5% |
| 10Y | +214.5% | +183.3% | +31.2% | +179.6% |
| All | +214.5% | +183.3% | +31.2% | +179.6% |
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