+277.0%
XHB vs WU
-19.6%
+296.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | -6.9% | -1.1% | -5.8% | -6.5% |
| 3M | -1.3% | -3.9% | +2.6% | -1.4% |
| 6M | -6.8% | -20.7% | +13.9% | +1.7% |
| YTD | +0.7% | -18.4% | +19.1% | +7.9% |
| 1Y | -11.2% | -8.1% | -3.2% | -11.2% |
| 3Y | +25.3% | -24.2% | +49.5% | +34.7% |
| 5Y | +37.3% | -50.4% | +87.8% | +77.6% |
| 10Y | +211.5% | -40.0% | +251.6% | +250.8% |
| All | +277.0% | -19.6% | +296.6% | +221.3% |
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