+448.5%
XYL vs WU
-11.8%
+460.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.8% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -9.2% | -1.1% | -8.1% | -9.0% |
| 3M | -0.3% | -1.8% | +1.5% | -1.0% |
| 6M | -11.0% | -23.9% | +13.0% | -3.8% |
| YTD | -19.2% | -20.4% | +1.2% | -14.3% |
| 1Y | -21.2% | -10.6% | -10.6% | -20.4% |
| 3Y | +18.6% | -27.7% | +46.3% | +26.6% |
| 5Y | -14.3% | -51.1% | +36.8% | +3.6% |
| 10Y | +141.0% | -40.7% | +181.7% | +169.8% |
| All | +448.5% | -11.8% | +460.3% | +436.0% |
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