+662.7%
XLI vs WU
-21.6%
+684.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | -5.8% | -1.1% | -4.7% | -5.6% |
| 3M | +0.7% | -1.8% | +2.5% | -0.4% |
| 6M | +3.2% | -23.9% | +27.1% | +12.1% |
| YTD | +13.0% | -20.4% | +33.4% | +20.2% |
| 1Y | +16.8% | -10.6% | +27.4% | +17.5% |
| 3Y | +72.4% | -27.7% | +100.2% | +84.2% |
| 5Y | +82.8% | -51.1% | +133.9% | +123.0% |
| 10Y | +252.4% | -40.7% | +293.2% | +285.8% |
| All | +662.7% | -21.6% | +684.4% | +565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling