+878.4%
XLY vs SW
+727.6%
+150.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | +7.3% | +7.4% | -0.2% | +6.7% |
| 3M | +1.4% | -5.9% | +7.3% | +1.8% |
| 6M | +1.1% | +9.0% | -7.8% | +0.3% |
| YTD | +2.0% | +18.1% | -16.1% | +0.4% |
| 1Y | +2.1% | +28.7% | -26.5% | -0.1% |
| 3Y | +53.8% | +48.8% | +5.0% | +48.7% |
| 5Y | +24.0% | +2.5% | +21.5% | +20.5% |
| 10Y | +238.3% | +184.4% | +53.9% | +213.3% |
| All | +878.4% | +727.6% | +150.8% | +790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling