+302.1%
XLI vs W
+209.7%
+92.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +4.3% | -1.7% | +6.0% | +4.5% |
| 30D | +0.5% | +3.2% | -2.8% | 0.0% |
| 3M | -8.6% | +8.3% | -16.9% | -9.6% |
| 6M | -2.3% | +84.3% | -86.6% | -9.4% |
| YTD | +10.1% | +11.0% | -0.9% | +6.8% |
| 1Y | +11.0% | -0.2% | +11.2% | +8.7% |
| 3Y | +72.3% | +157.9% | -85.7% | +45.9% |
| 5Y | +70.8% | -56.8% | +127.6% | +59.0% |
| 10Y | +228.7% | +212.2% | +16.6% | +126.1% |
| All | +302.1% | +209.7% | +92.4% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling