+728.4%
XLY vs WU
-22.4%
+750.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -3.5% | +1.8% | -0.4% |
| 30D | -4.2% | -2.9% | -1.2% | -3.2% |
| 3M | -2.7% | -2.3% | -0.4% | -3.7% |
| 6M | -0.6% | -25.4% | +24.7% | +8.5% |
| YTD | -5.0% | -21.2% | +16.2% | +1.2% |
| 1Y | -4.1% | -8.9% | +4.8% | -4.1% |
| 3Y | +33.6% | -29.0% | +62.6% | +43.7% |
| 5Y | +28.7% | -50.7% | +79.5% | +56.4% |
| 10Y | +219.6% | -39.7% | +259.3% | +244.5% |
| All | +728.4% | -22.4% | +750.8% | +615.0% |
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