+253.9%
XLI vs WU
-39.1%
+293.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.5% |
| 30D | -7.3% | -2.9% | -4.3% | -6.5% |
| 3M | -1.3% | -2.3% | +0.9% | -2.3% |
| 6M | +2.2% | -25.4% | +27.6% | +11.2% |
| YTD | +11.7% | -21.2% | +32.9% | +18.6% |
| 1Y | +14.3% | -8.9% | +23.1% | +13.8% |
| 3Y | +70.3% | -29.0% | +99.3% | +82.4% |
| 5Y | +82.3% | -50.7% | +133.1% | +123.8% |
| All | +253.9% | -39.1% | +293.0% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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