+554.0%
XYZ vs WU
-32.2%
+586.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.9% |
| 7D | +12.1% | +11.7% | +0.5% | +5.1% |
| 30D | +12.4% | +12.6% | -0.2% | +4.7% |
| 3M | +8.2% | -0.5% | +8.7% | +8.1% |
| 6M | +20.7% | -18.2% | +38.9% | +32.3% |
| YTD | +31.3% | -19.0% | +50.3% | +44.2% |
| 1Y | +20.5% | -16.7% | +37.2% | +29.7% |
| 3Y | +72.6% | -21.0% | +93.6% | +85.3% |
| 5Y | -64.0% | -41.7% | -22.3% | -53.5% |
| 10Y | +601.8% | -35.0% | +636.8% | +650.9% |
| All | +554.0% | -32.2% | +586.2% | +537.1% |
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