+654.7%
XEL vs WU
-21.6%
+676.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.1% |
| 7D | +1.3% | -0.8% | +2.2% | +1.4% |
| 30D | -1.5% | -1.1% | -0.4% | -1.4% |
| 3M | -0.2% | -1.8% | +1.6% | -0.7% |
| 6M | -5.4% | -23.9% | +18.5% | -0.9% |
| YTD | +5.6% | -20.4% | +26.1% | +9.4% |
| 1Y | +10.5% | -10.6% | +21.0% | +10.9% |
| 3Y | +49.2% | -27.7% | +76.9% | +55.0% |
| 5Y | +30.1% | -51.1% | +81.2% | +45.4% |
| 10Y | +146.7% | -40.7% | +187.4% | +158.2% |
| All | +654.7% | -21.6% | +676.3% | +570.0% |
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