+68.5%
XLI vs WU
-29.2%
+97.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.3% | -5.0% | +2.7% | -1.5% |
| 30D | -8.2% | -2.3% | -5.9% | -7.9% |
| 3M | +0.8% | -3.2% | +4.0% | +0.3% |
| 6M | +0.8% | -25.0% | +25.9% | +5.3% |
| YTD | +10.5% | -21.7% | +32.2% | +14.1% |
| 1Y | +14.1% | -9.0% | +23.1% | +13.3% |
| All | +68.5% | -29.2% | +97.7% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling