+233.4%
XLY vs SW
+177.1%
+56.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +2.0% | -2.9% | +5.0% | +2.4% |
| 30D | +7.6% | +5.0% | +2.6% | +6.9% |
| 3M | +1.5% | -13.7% | +15.2% | +3.4% |
| 6M | +1.5% | +8.0% | -6.5% | +0.1% |
| YTD | +1.1% | +14.0% | -12.9% | -1.2% |
| 1Y | +4.3% | +25.6% | -21.3% | +0.6% |
| 3Y | +51.8% | +40.1% | +11.6% | +43.9% |
| 5Y | +22.8% | -2.6% | +25.4% | +17.2% |
| All | +233.4% | +177.1% | +56.3% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling