+253.9%
XLI vs WY
+7.6%
+246.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -1.7% | -4.2% | +2.5% | +0.1% |
| 30D | -7.3% | -10.1% | +2.8% | -3.1% |
| 3M | -1.3% | -8.5% | +7.2% | +1.9% |
| 6M | +2.2% | -3.3% | +5.6% | +3.0% |
| YTD | +11.7% | -4.4% | +16.1% | +12.6% |
| 1Y | +14.3% | -11.5% | +25.7% | +18.7% |
| 3Y | +70.3% | -24.3% | +94.7% | +85.8% |
| 5Y | +82.3% | -21.3% | +103.6% | +92.3% |
| All | +253.9% | +7.6% | +246.3% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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