+336.5%
XLE vs WU
-19.6%
+356.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +11.8% | -1.1% | +12.9% | +12.1% |
| 3M | +9.8% | -3.9% | +13.7% | +9.1% |
| 6M | +15.6% | -20.7% | +36.2% | +24.3% |
| YTD | +45.3% | -18.4% | +63.6% | +53.5% |
| 1Y | +48.3% | -8.1% | +56.4% | +46.6% |
| 3Y | +55.4% | -24.2% | +79.6% | +62.8% |
| 5Y | +216.1% | -50.4% | +266.5% | +292.8% |
| 10Y | +178.4% | -40.0% | +218.4% | +207.4% |
| All | +336.5% | -19.6% | +356.1% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling