+285.9%
XLY vs W
+170.7%
+115.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | 0.0% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | -6.1% | -5.6% | -0.5% | -5.4% |
| 3M | -1.2% | +41.9% | -43.1% | -7.5% |
| 6M | -1.8% | +30.2% | -32.0% | -7.4% |
| YTD | -5.9% | -2.9% | -2.9% | -7.8% |
| 1Y | -3.1% | +11.6% | -14.7% | -7.9% |
| 3Y | +36.0% | +37.0% | -1.0% | +17.4% |
| 5Y | +27.6% | -62.8% | +90.4% | +16.8% |
| 10Y | +216.8% | +155.2% | +61.5% | +112.3% |
| All | +285.9% | +170.7% | +115.2% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling