+32.9%
XLV vs W
+21.5%
+11.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.0% | -7.9% | +2.6% |
| 7D | +5.5% | +8.4% | -2.8% | +5.2% |
| 30D | +13.3% | +16.5% | -3.2% | +12.6% |
| 3M | +17.4% | +6.4% | +11.0% | +16.9% |
| 6M | +32.1% | +90.5% | -58.4% | +28.7% |
| YTD | +24.0% | +23.1% | +1.0% | +22.2% |
| 1Y | +32.9% | +24.3% | +8.6% | +30.5% |
| All | +32.9% | +21.5% | +11.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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