+23.4%
XLY vs SW
-1.4%
+24.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +2.4% | -3.0% | +5.4% | +2.9% |
| 30D | +7.2% | +4.2% | +3.0% | +6.4% |
| 3M | +2.4% | -11.5% | +13.9% | +4.4% |
| 6M | +2.3% | +8.6% | -6.3% | +0.4% |
| YTD | +1.5% | +15.0% | -13.5% | -1.8% |
| 1Y | +2.1% | +25.7% | -23.6% | -2.7% |
| 3Y | +53.0% | +44.8% | +8.2% | +42.3% |
| All | +23.4% | -1.4% | +24.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling