+0.7%
XLY vs SW
+26.7%
-26.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +1.9% | +2.3% | -0.4% | +1.4% |
| 30D | +5.6% | +6.8% | -1.2% | +4.1% |
| 3M | -0.2% | -5.2% | +5.0% | +0.8% |
| 6M | -1.5% | +7.4% | -8.9% | -4.0% |
| YTD | -0.9% | +17.4% | -18.3% | -6.7% |
| 1Y | +0.7% | +27.1% | -26.4% | -7.6% |
| All | +0.7% | +26.7% | -26.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling