+169.4%
XLV vs W
+158.6%
+10.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | -1.8% | -4.2% | +2.4% | -1.6% |
| 3M | +7.8% | +26.9% | -19.1% | +5.2% |
| 6M | +9.1% | +31.2% | -22.1% | +5.8% |
| YTD | +7.7% | -1.8% | +9.6% | +6.4% |
| 1Y | +20.4% | +9.3% | +11.1% | +17.4% |
| 3Y | +30.8% | +33.2% | -2.4% | +20.9% |
| 5Y | +34.6% | -62.4% | +97.0% | +30.7% |
| All | +169.4% | +158.6% | +10.8% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling