+477.6%
XRT vs WU
-19.6%
+497.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -4.2% | -1.1% | -3.1% | -3.9% |
| 3M | +5.1% | -3.9% | +8.9% | +4.9% |
| 6M | +2.4% | -20.7% | +23.1% | +10.5% |
| YTD | +3.2% | -18.4% | +21.6% | +9.6% |
| 1Y | +1.5% | -8.1% | +9.6% | +1.6% |
| 3Y | +40.6% | -24.2% | +64.7% | +49.8% |
| 5Y | -1.0% | -50.4% | +49.5% | +24.3% |
| 10Y | +128.4% | -40.0% | +168.5% | +157.0% |
| All | +477.6% | -19.6% | +497.2% | +422.4% |
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