+163.9%
XLE vs WU
-35.7%
+199.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | -6.7% | +11.0% | -17.7% | -10.3% |
| 30D | -4.4% | +13.4% | -17.8% | -8.9% |
| 3M | +4.0% | +2.2% | +1.8% | +2.4% |
| 6M | +13.2% | -18.2% | +31.4% | +19.1% |
| YTD | +41.9% | -18.3% | +60.2% | +48.1% |
| 1Y | +41.6% | -12.2% | +53.8% | +43.1% |
| 3Y | +64.0% | -20.8% | +84.8% | +67.5% |
| 5Y | +158.1% | -42.6% | +200.7% | +196.7% |
| 10Y | +163.9% | -35.5% | +199.4% | +197.5% |
| All | +163.9% | -35.7% | +199.6% | +197.5% |
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