+407.9%
XLB vs WU
-19.6%
+427.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.1% |
| 3M | +2.0% | -3.9% | +5.8% | +2.0% |
| 6M | +1.8% | -20.7% | +22.5% | +9.7% |
| YTD | +16.6% | -18.4% | +34.9% | +23.7% |
| 1Y | +16.9% | -8.1% | +25.0% | +16.9% |
| 3Y | +32.6% | -24.2% | +56.7% | +40.2% |
| 5Y | +35.6% | -50.4% | +86.1% | +68.1% |
| 10Y | +160.0% | -40.0% | +200.1% | +185.2% |
| All | +407.9% | -19.6% | +427.5% | +338.3% |
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