+28.1%
XLV vs SW
+9.6%
+18.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | +2.3% | -2.4% | -0.3% |
| 30D | +9.5% | +6.8% | +2.7% | +8.6% |
| 3M | +12.8% | -5.2% | +18.0% | +13.3% |
| 6M | +28.1% | +7.4% | +20.7% | +27.6% |
| All | +28.1% | +9.6% | +18.6% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling