+53.3%
XLE vs WU
-11.3%
+64.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +12.6% | -1.1% | +13.8% | +12.6% |
| 3M | +11.8% | -1.8% | +13.7% | +11.7% |
| 6M | +16.1% | -23.9% | +40.0% | +16.1% |
| YTD | +46.9% | -20.4% | +67.3% | +46.6% |
| 1Y | +53.3% | -10.6% | +63.8% | +51.7% |
| All | +53.3% | -11.3% | +64.5% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling