+14.0%
XLB vs WU
-11.2%
+25.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -3.5% | -5.0% | +1.4% | -2.9% |
| 30D | -4.7% | -2.3% | -2.4% | -4.4% |
| 3M | +2.7% | -3.2% | +5.9% | +2.8% |
| 6M | +2.6% | -25.0% | +27.6% | +5.3% |
| YTD | +12.8% | -21.7% | +34.5% | +15.0% |
| 1Y | +14.0% | -9.0% | +22.9% | +14.0% |
| All | +14.0% | -11.2% | +25.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling