+135.9%
XLU vs WU
-39.1%
+175.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -3.5% | +1.9% | -0.8% |
| 30D | -3.3% | -2.9% | -0.4% | -2.7% |
| 3M | -3.2% | -2.3% | -0.9% | -3.6% |
| 6M | -7.0% | -25.4% | +18.4% | -1.4% |
| YTD | +0.6% | -21.2% | +21.8% | +4.9% |
| 1Y | +2.4% | -8.9% | +11.3% | +2.2% |
| 3Y | +46.3% | -29.0% | +75.2% | +53.2% |
| 5Y | +44.0% | -50.7% | +94.7% | +65.7% |
| All | +135.9% | -39.1% | +175.0% | +156.4% |
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 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