+28.6%
XLB vs WU
-43.8%
+72.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.5% | -2.0% | +2.6% | +1.0% |
| 30D | +5.2% | +11.4% | -6.3% | +2.0% |
| 3M | +0.3% | -6.8% | +7.1% | +1.8% |
| 6M | +1.2% | -14.6% | +15.8% | +4.3% |
| YTD | +16.6% | -20.6% | +37.3% | +22.1% |
| 1Y | +21.4% | -15.4% | +36.8% | +24.5% |
| 3Y | +43.2% | -23.6% | +66.8% | +48.6% |
| All | +28.6% | -43.8% | +72.4% | +45.0% |
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 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