+850.3%
XLY vs SW
+722.5%
+127.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +1.9% | +2.3% | -0.4% | +1.7% |
| 30D | +5.6% | +6.8% | -1.2% | +5.1% |
| 3M | -0.2% | -5.2% | +5.0% | +0.1% |
| 6M | -1.5% | +7.4% | -8.9% | -2.2% |
| YTD | -0.9% | +17.4% | -18.3% | -2.4% |
| 1Y | +0.7% | +27.1% | -26.4% | -1.4% |
| 3Y | +50.3% | +47.9% | +2.4% | +45.4% |
| 5Y | +16.1% | -2.6% | +18.6% | +13.1% |
| 10Y | +239.5% | +182.7% | +56.8% | +214.5% |
| All | +850.3% | +722.5% | +127.8% | +764.9% |
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