+62.9%
XLC vs WU
-20.5%
+83.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +6.2% | +11.0% | -4.8% | +4.5% |
| 30D | -2.4% | +13.4% | -15.8% | -4.3% |
| 3M | -3.3% | +2.2% | -5.5% | -3.8% |
| 6M | -7.3% | -18.2% | +10.9% | -4.9% |
| YTD | -7.6% | -18.3% | +10.7% | -5.5% |
| 1Y | -3.7% | -12.2% | +8.5% | -2.9% |
| 3Y | +62.9% | -20.8% | +83.7% | +63.3% |
| All | +62.9% | -20.5% | +83.4% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling