+1,033.0%
XLI vs WM
+891.9%
+141.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -3.1% | +13.1% | -16.2% | -7.9% |
| 3M | -11.7% | +3.6% | -15.3% | -13.3% |
| 6M | -7.6% | +8.1% | -15.6% | -11.2% |
| YTD | +5.7% | +8.9% | -3.2% | +0.9% |
| 1Y | +7.8% | +20.3% | -12.5% | -1.2% |
| 3Y | +67.4% | +46.2% | +21.2% | +40.0% |
| 5Y | +64.8% | +59.9% | +4.9% | +31.9% |
| 10Y | +241.2% | +345.6% | -104.4% | +85.6% |
| All | +1,033.0% | +891.9% | +141.0% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling