+72.4%
XLI vs W
+44.2%
+28.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +1.0% | +6.5% | -5.5% | +0.3% |
| 30D | -5.8% | -6.2% | +0.4% | -5.2% |
| 3M | +0.7% | +48.9% | -48.2% | -4.7% |
| 6M | +3.2% | +31.2% | -28.0% | -1.5% |
| YTD | +13.0% | -0.4% | +13.5% | +10.9% |
| 1Y | +16.8% | +14.8% | +2.0% | +11.8% |
| 3Y | +72.4% | +40.5% | +31.9% | +47.5% |
| All | +72.4% | +44.2% | +28.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling