+83.9%
XLI vs SW
-2.3%
+86.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -1.1% | -5.1% | +4.0% | -0.4% |
| 30D | -5.9% | -4.6% | -1.4% | -5.4% |
| 3M | -0.3% | +9.4% | -9.6% | -1.6% |
| 6M | +0.1% | +3.5% | -3.4% | -0.8% |
| YTD | +13.6% | +22.0% | -8.4% | +10.3% |
| 1Y | +17.2% | +2.2% | +15.0% | +15.7% |
| 3Y | +68.2% | +19.6% | +48.6% | +62.4% |
| All | +83.9% | -2.3% | +86.2% | +72.9% |
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