+32.0%
XEL vs WU
-51.3%
+83.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | -3.9% | -2.9% | -1.0% | -3.6% |
| 3M | -2.8% | -2.3% | -0.6% | -3.1% |
| 6M | -5.4% | -25.4% | +20.0% | -2.0% |
| YTD | +3.8% | -21.2% | +25.0% | +6.3% |
| 1Y | +6.8% | -8.9% | +15.7% | +6.4% |
| 3Y | +45.6% | -29.0% | +74.6% | +50.1% |
| All | +32.0% | -51.3% | +83.4% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling