+214.7%
XLY vs SW
+139.3%
+75.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.4% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | -4.9% | -7.5% | +2.6% | -4.0% |
| 3M | -1.0% | +10.3% | -11.3% | -2.5% |
| 6M | 0.0% | +5.4% | -5.4% | -1.1% |
| YTD | -4.2% | +17.9% | -22.0% | -6.7% |
| 1Y | -2.7% | -2.4% | -0.3% | -3.3% |
| 3Y | +38.4% | +28.7% | +9.7% | +32.2% |
| 5Y | +28.9% | -5.7% | +34.6% | +23.2% |
| 10Y | +214.7% | +139.3% | +75.5% | +175.2% |
| All | +214.7% | +139.3% | +75.5% | +175.2% |
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