+83.9%
XLI vs WM
+52.1%
+31.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -5.9% | -2.4% | -3.6% | -5.3% |
| 3M | -0.3% | +0.4% | -0.7% | -0.9% |
| 6M | +0.1% | -9.5% | +9.6% | +3.0% |
| YTD | +13.6% | +0.5% | +13.1% | +12.2% |
| 1Y | +17.2% | -1.1% | +18.3% | +16.4% |
| 3Y | +68.2% | +46.0% | +22.2% | +38.0% |
| All | +83.9% | +52.1% | +31.8% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling