+68.5%
XLI vs GWW
+88.4%
-19.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.3% | -3.1% | +0.9% | -1.0% |
| 30D | -8.2% | -2.3% | -5.8% | -7.3% |
| 3M | +0.8% | -3.3% | +4.1% | +1.9% |
| 6M | +0.8% | +15.4% | -14.5% | -6.0% |
| YTD | +10.5% | +26.7% | -16.2% | -1.8% |
| 1Y | +14.1% | +29.0% | -14.8% | +0.4% |
| All | +68.5% | +88.4% | -19.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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