+579.0%
XLI vs SW
+755.0%
-176.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.1% | -5.1% | +4.0% | -0.7% |
| 30D | -5.9% | -4.6% | -1.4% | -5.7% |
| 3M | -0.3% | +9.4% | -9.6% | -1.0% |
| 6M | +0.1% | +3.5% | -3.4% | -0.3% |
| YTD | +13.6% | +22.0% | -8.4% | +11.8% |
| 1Y | +17.2% | +2.2% | +15.0% | +16.5% |
| 3Y | +68.2% | +19.6% | +48.6% | +64.7% |
| 5Y | +80.7% | -2.3% | +83.1% | +76.2% |
| 10Y | +253.3% | +181.4% | +71.9% | +226.0% |
| All | +579.0% | +755.0% | -176.0% | +496.4% |
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