+558.3%
XLI vs SW
+743.1%
-184.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.4% |
| 7D | +0.6% | +12.1% | -11.5% | -0.2% |
| 30D | -0.4% | +6.6% | -6.9% | -0.8% |
| 3M | -8.8% | -6.0% | -2.8% | -8.5% |
| 6M | -0.4% | +21.5% | -21.9% | -1.8% |
| YTD | +10.1% | +20.3% | -10.2% | +8.4% |
| 1Y | +12.3% | +28.1% | -15.8% | +10.1% |
| 3Y | +73.9% | +51.6% | +22.3% | +68.4% |
| 5Y | +73.4% | -0.1% | +73.6% | +69.0% |
| 10Y | +255.4% | +189.7% | +65.7% | +228.0% |
| All | +558.3% | +743.1% | -184.8% | +478.5% |
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