+128.8%
XRT vs SW
+147.8%
-19.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +0.8% | -5.1% | +5.9% | +1.5% |
| 30D | -4.2% | -4.6% | +0.4% | -3.6% |
| 3M | +5.1% | +9.4% | -4.3% | +3.6% |
| 6M | +2.4% | +3.5% | -1.1% | +1.5% |
| YTD | +3.2% | +22.0% | -18.8% | 0.0% |
| 1Y | +1.5% | +2.2% | -0.7% | +0.3% |
| 3Y | +40.6% | +19.6% | +21.0% | +35.3% |
| 5Y | -1.0% | -2.3% | +1.3% | -5.6% |
| All | +128.8% | +147.8% | -19.0% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling