+1,093.3%
XLI vs GWW
+5,027.6%
-3,934.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -6.9% | -1.4% | -5.5% | -6.4% |
| 3M | -1.9% | -3.6% | +1.7% | -0.6% |
| 6M | +1.0% | +15.1% | -14.1% | -5.6% |
| YTD | +11.3% | +27.5% | -16.1% | -1.0% |
| 1Y | +15.8% | +29.6% | -13.8% | +2.0% |
| 3Y | +69.8% | +90.1% | -20.2% | +24.4% |
| 5Y | +80.9% | +222.6% | -141.7% | +2.5% |
| 10Y | +257.2% | +566.5% | -309.3% | +38.2% |
| All | +1,093.3% | +5,027.6% | -3,934.3% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling