+226.1%
XLI vs W
+212.4%
+13.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +1.0% | +6.8% | -5.8% | +0.1% |
| 3M | -8.9% | +10.7% | -19.6% | -10.2% |
| 6M | -2.3% | +86.3% | -88.6% | -10.1% |
| YTD | +9.7% | +11.5% | -1.8% | +6.0% |
| 1Y | +12.3% | +5.1% | +7.2% | +9.1% |
| 3Y | +71.5% | +171.0% | -99.5% | +42.1% |
| 5Y | +70.2% | -56.6% | +126.8% | +58.6% |
| All | +226.1% | +212.4% | +13.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling