+235.2%
XLI vs WM
+337.2%
-102.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -0.2% | +13.3% | -13.5% | -7.0% |
| 3M | -8.6% | +4.4% | -12.9% | -11.1% |
| 6M | -2.0% | +10.8% | -12.8% | -8.5% |
| YTD | +9.7% | +9.1% | +0.7% | +2.6% |
| 1Y | +11.4% | +19.1% | -7.7% | -1.3% |
| 3Y | +74.2% | +45.7% | +28.5% | +31.9% |
| 5Y | +70.0% | +60.4% | +9.5% | +18.3% |
| 10Y | +235.2% | +328.7% | -93.5% | +30.8% |
| All | +235.2% | +337.2% | -102.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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