+374.0%
XYL vs WU
-13.3%
+387.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -6.0% | -5.3% | -0.7% | -4.3% |
| 30D | -8.3% | +9.0% | -17.3% | -10.9% |
| 3M | -22.6% | -3.6% | -19.0% | -21.9% |
| 6M | -15.0% | -19.4% | +4.3% | -10.0% |
| YTD | -30.2% | -21.7% | -8.5% | -25.7% |
| 1Y | -36.4% | -16.1% | -20.3% | -34.0% |
| 3Y | -0.9% | -24.1% | +23.2% | +4.1% |
| 5Y | -23.4% | -44.1% | +20.8% | -11.7% |
| 10Y | +100.9% | -39.6% | +140.5% | +123.9% |
| All | +374.0% | -13.3% | +387.2% | +365.0% |
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