+128.8%
XLP vs WU
-36.4%
+165.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.1% | +9.1% | -9.0% | -1.9% |
| 30D | +8.9% | +12.1% | -3.1% | +6.1% |
| 3M | +7.5% | +0.3% | +7.1% | +7.1% |
| 6M | +9.4% | -19.1% | +28.6% | +13.7% |
| YTD | +19.3% | -19.2% | +38.5% | +23.4% |
| 1Y | +21.7% | -15.3% | +37.0% | +24.4% |
| 3Y | +44.0% | -21.3% | +65.3% | +47.3% |
| 5Y | +42.8% | -41.7% | +84.4% | +55.8% |
| 10Y | +128.8% | -36.0% | +164.8% | +135.9% |
| All | +128.8% | -36.4% | +165.2% | +135.9% |
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