+37.8%
XLC vs WU
-51.1%
+88.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +0.2% | -1.1% | +1.4% | +0.5% |
| 3M | +0.6% | -1.8% | +2.5% | -0.1% |
| 6M | -4.5% | -23.9% | +19.4% | +1.1% |
| YTD | -4.7% | -20.4% | +15.7% | -0.5% |
| 1Y | -1.7% | -10.6% | +8.9% | -1.2% |
| 3Y | +72.3% | -27.7% | +100.0% | +80.6% |
| 5Y | +37.8% | -51.1% | +88.9% | +58.2% |
| All | +37.8% | -51.1% | +88.9% | +58.2% |
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 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