+408.2%
XLB vs WU
-21.8%
+430.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | +0.5% | -2.0% | +2.6% | +1.3% |
| 30D | +5.2% | +11.4% | -6.3% | +0.3% |
| 3M | +0.3% | -6.8% | +7.1% | +2.6% |
| 6M | +1.2% | -14.6% | +15.8% | +5.6% |
| YTD | +16.6% | -20.6% | +37.3% | +24.5% |
| 1Y | +21.4% | -15.4% | +36.8% | +25.9% |
| 3Y | +43.2% | -23.6% | +66.8% | +50.8% |
| 5Y | +28.0% | -43.4% | +71.4% | +49.0% |
| 10Y | +164.8% | -38.8% | +203.6% | +186.4% |
| All | +408.2% | -21.8% | +430.1% | +341.2% |
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