+513.1%
XRT vs WU
-20.5%
+533.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +2.5% | +9.1% | -6.6% | -1.3% |
| 30D | +10.3% | +12.1% | -1.8% | +5.1% |
| 3M | +2.4% | +0.3% | +2.0% | +1.7% |
| 6M | +10.0% | -19.1% | +29.1% | +17.7% |
| YTD | +9.5% | -19.2% | +28.8% | +16.5% |
| 1Y | +17.2% | -15.3% | +32.4% | +21.9% |
| 3Y | +62.0% | -21.3% | +83.3% | +70.0% |
| 5Y | -2.1% | -41.7% | +39.6% | +14.4% |
| 10Y | +152.6% | -36.0% | +188.5% | +176.1% |
| All | +513.1% | -20.5% | +533.6% | +455.1% |
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