+133.6%
XLC vs WU
-43.7%
+177.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +3.1% | -5.3% | +8.4% | +4.7% |
| 30D | -4.2% | +9.0% | -13.2% | -6.8% |
| 3M | -2.1% | -3.6% | +1.4% | -1.4% |
| 6M | -6.6% | -19.4% | +12.8% | -1.8% |
| YTD | -7.8% | -21.7% | +13.9% | -2.6% |
| 1Y | -4.1% | -16.1% | +12.0% | -1.2% |
| 3Y | +62.6% | -24.1% | +86.7% | +68.7% |
| 5Y | +39.6% | -44.1% | +83.8% | +59.7% |
| All | +133.6% | -43.7% | +177.2% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling