+466.8%
XLP vs WU
-19.6%
+486.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.9% | -1.1% | +0.2% | -0.7% |
| 3M | +3.8% | -3.9% | +7.7% | +3.9% |
| 6M | -1.7% | -20.7% | +18.9% | +2.3% |
| YTD | +10.3% | -18.4% | +28.6% | +13.8% |
| 1Y | +7.8% | -8.1% | +15.9% | +7.9% |
| 3Y | +27.2% | -24.2% | +51.4% | +31.2% |
| 5Y | +32.5% | -50.4% | +83.0% | +48.4% |
| 10Y | +101.8% | -40.0% | +141.8% | +111.6% |
| All | +466.8% | -19.6% | +486.4% | +410.4% |
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 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