+43.3%
XLP vs WU
-44.4%
+87.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -0.5% | +2.1% | -2.7% | -0.9% |
| 30D | +8.3% | +10.1% | -1.8% | +6.5% |
| 3M | +8.7% | -1.1% | +9.8% | +8.7% |
| 6M | +11.2% | -19.8% | +31.0% | +14.5% |
| YTD | +20.0% | -20.8% | +40.8% | +23.4% |
| 1Y | +21.3% | -15.1% | +36.5% | +23.1% |
| 3Y | +43.8% | -23.2% | +67.0% | +47.0% |
| 5Y | +43.3% | -42.6% | +85.9% | +56.4% |
| All | +43.3% | -44.4% | +87.7% | +56.4% |
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