+28.4%
XLY vs WU
-51.3%
+79.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -3.5% | +1.8% | -0.8% |
| 30D | -4.2% | -2.9% | -1.2% | -3.5% |
| 3M | -2.7% | -2.3% | -0.4% | -3.6% |
| 6M | -0.6% | -25.4% | +24.7% | +6.4% |
| YTD | -5.0% | -21.2% | +16.2% | -0.3% |
| 1Y | -4.1% | -8.9% | +4.8% | -4.4% |
| 3Y | +33.6% | -29.0% | +62.6% | +41.3% |
| All | +28.4% | -51.3% | +79.7% | +53.7% |
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