-40.9%
XE vs WU
-14.3%
-26.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.0% | -9.7% |
| 7D | -4.6% | -4.9% | +0.3% | -3.4% |
| 30D | -16.4% | -1.3% | -15.1% | -16.1% |
| 3M | -15.5% | -3.6% | -11.9% | -24.2% |
| All | -40.9% | -14.3% | -26.6% | -30.6% |
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 · Available span rolling