+70.8%
XLI vs W
-54.7%
+125.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -0.3% | +6.4% | -6.7% | -1.1% |
| 3M | -8.4% | +9.0% | -17.3% | -9.4% |
| 6M | -2.1% | +69.8% | -71.9% | -8.4% |
| YTD | +9.6% | +12.1% | -2.4% | +6.3% |
| 1Y | +10.7% | 0.0% | +10.7% | +8.3% |
| 3Y | +71.6% | +160.3% | -88.8% | +45.0% |
| 5Y | +70.8% | -53.3% | +124.1% | +47.9% |
| All | +70.8% | -54.7% | +125.5% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling