+50.0%
XLV vs SW
-2.6%
+52.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | 0.0% | +2.3% | -2.4% | -0.2% |
| 30D | +9.5% | +6.8% | +2.7% | +9.0% |
| 3M | +12.8% | -5.2% | +18.0% | +13.1% |
| 6M | +28.1% | +7.4% | +20.7% | +27.4% |
| YTD | +20.9% | +17.4% | +3.5% | +19.3% |
| 1Y | +28.7% | +27.1% | +1.6% | +26.5% |
| 3Y | +51.5% | +47.9% | +3.6% | +48.5% |
| All | +50.0% | -2.6% | +52.6% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling