+533.2%
XYZ vs WU
-31.7%
+564.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.2% |
| 7D | -1.0% | -0.8% | -0.1% | -0.4% |
| 30D | -1.7% | -1.1% | -0.6% | -0.9% |
| 3M | +16.7% | -3.9% | +20.6% | +16.8% |
| 6M | +26.9% | -20.7% | +47.5% | +42.0% |
| YTD | +27.1% | -18.4% | +45.5% | +39.6% |
| 1Y | +9.3% | -8.1% | +17.3% | +10.2% |
| 3Y | +42.3% | -24.2% | +66.4% | +56.6% |
| 5Y | -69.3% | -50.4% | -18.9% | -56.5% |
| 10Y | +586.8% | -40.0% | +626.8% | +677.6% |
| All | +533.2% | -31.7% | +564.9% | +516.8% |
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