+33.6%
XLY vs W
+35.9%
-2.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -4.2% | -4.2% | +0.1% | -3.6% |
| 3M | -2.7% | +26.9% | -29.6% | -7.9% |
| 6M | -0.6% | +31.2% | -31.9% | -7.3% |
| YTD | -5.0% | -1.8% | -3.2% | -7.4% |
| 1Y | -4.1% | +9.3% | -13.4% | -9.3% |
| 3Y | +33.6% | +33.2% | +0.4% | +9.2% |
| All | +33.6% | +35.9% | -2.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling