+0.7%
XRT vs SW
-0.1%
+0.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.5% | +4.8% |
| 7D | +8.0% | +12.1% | -4.0% | +5.9% |
| 30D | +13.0% | +6.6% | +6.5% | +11.7% |
| 3M | +1.7% | -6.0% | +7.7% | +2.7% |
| 6M | +12.6% | +21.5% | -8.9% | +8.3% |
| YTD | +10.7% | +20.3% | -9.7% | +6.2% |
| 1Y | +18.4% | +28.1% | -9.8% | +12.3% |
| 3Y | +56.4% | +51.6% | +4.8% | +44.9% |
| 5Y | +0.7% | -0.1% | +0.8% | -9.2% |
| All | +0.7% | -0.1% | +0.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling