+218.0%
XLE vs WU
-50.7%
+268.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +11.8% | -1.1% | +12.9% | +11.9% |
| 3M | +9.8% | -3.9% | +13.7% | +9.6% |
| 6M | +15.6% | -20.7% | +36.2% | +20.1% |
| YTD | +45.3% | -18.4% | +63.6% | +49.6% |
| 1Y | +48.3% | -8.1% | +56.4% | +47.5% |
| 3Y | +55.4% | -24.2% | +79.6% | +59.9% |
| All | +218.0% | -50.7% | +268.6% | +279.2% |
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