+374.7%
XYL vs WU
-12.1%
+386.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.7% | -2.0% | -1.7% | -3.1% |
| 30D | -8.3% | +11.4% | -19.7% | -11.5% |
| 3M | -21.4% | -6.8% | -14.6% | -19.8% |
| 6M | -12.9% | -14.6% | +1.7% | -9.6% |
| YTD | -30.1% | -20.6% | -9.4% | -25.9% |
| 1Y | -35.2% | -15.4% | -19.8% | -32.9% |
| 3Y | -0.8% | -23.6% | +22.8% | +4.0% |
| 5Y | -23.2% | -43.4% | +20.1% | -12.0% |
| 10Y | +101.2% | -38.8% | +140.0% | +123.3% |
| All | +374.7% | -12.1% | +386.8% | +363.7% |
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