+220.1%
XLV vs W
+178.1%
+42.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.7% | +5.9% | -9.6% | -4.1% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +8.2% | +40.3% | -32.1% | +5.0% |
| 6M | +8.9% | +32.2% | -23.3% | +5.7% |
| YTD | +8.5% | -0.3% | +8.8% | +7.1% |
| 1Y | +22.3% | +16.2% | +6.1% | +18.8% |
| 3Y | +32.6% | +40.7% | -8.1% | +22.6% |
| 5Y | +34.4% | -62.3% | +96.7% | +29.8% |
| 10Y | +175.4% | +162.2% | +13.2% | +105.3% |
| All | +220.1% | +178.1% | +42.0% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling