+662.2%
XLV vs SW
+755.0%
-92.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +0.2% | -5.1% | +5.3% | +0.4% |
| 30D | +4.4% | -4.6% | +9.0% | +4.6% |
| 3M | +13.2% | +9.4% | +3.8% | +12.8% |
| 6M | +10.1% | +3.5% | +6.6% | +9.8% |
| YTD | +11.7% | +22.0% | -10.3% | +10.6% |
| 1Y | +26.9% | +2.2% | +24.7% | +26.4% |
| 3Y | +35.0% | +19.6% | +15.4% | +33.2% |
| 5Y | +35.9% | -2.3% | +38.2% | +33.8% |
| 10Y | +179.0% | +181.4% | -2.4% | +166.7% |
| All | +662.2% | +755.0% | -92.8% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling