+27.5%
XLV vs SW
+25.9%
+1.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | +9.9% | +7.2% | +2.7% | +8.9% |
| 3M | +12.9% | -10.5% | +23.4% | +14.1% |
| 6M | +33.2% | +9.9% | +23.3% | +31.5% |
| YTD | +23.6% | +17.2% | +6.3% | +19.8% |
| 1Y | +27.5% | +26.5% | +1.0% | +21.0% |
| All | +27.5% | +25.9% | +1.6% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling