+65.0%
XLF vs WU
-51.6%
+116.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -1.6% |
| 30D | -1.6% | -2.3% | +0.7% | -1.1% |
| 3M | +9.3% | -3.2% | +12.5% | +8.8% |
| 6M | +14.6% | -25.0% | +39.6% | +22.8% |
| YTD | +4.7% | -21.7% | +26.4% | +10.5% |
| 1Y | +8.6% | -9.0% | +17.6% | +8.8% |
| 3Y | +73.9% | -28.9% | +102.7% | +84.7% |
| 5Y | +65.0% | -51.0% | +116.1% | +95.7% |
| All | +65.0% | -51.6% | +116.6% | +95.7% |
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 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