+609.3%
XRT vs SW
+755.0%
-145.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +0.8% | -5.1% | +5.9% | +1.2% |
| 30D | -4.2% | -4.6% | +0.4% | -3.9% |
| 3M | +5.1% | +9.4% | -4.3% | +4.3% |
| 6M | +2.4% | +3.5% | -1.1% | +1.9% |
| YTD | +3.2% | +22.0% | -18.8% | +1.4% |
| 1Y | +1.5% | +2.2% | -0.7% | +0.9% |
| 3Y | +40.6% | +19.6% | +21.0% | +37.7% |
| 5Y | -1.0% | -2.3% | +1.3% | -3.5% |
| 10Y | +128.4% | +181.4% | -52.9% | +113.2% |
| All | +609.3% | +755.0% | -145.7% | +549.0% |
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