+10.5%
SHW vs XEL
+27.8%
-17.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.5% | -1.2% | -3.2% | -4.0% |
| 30D | -12.7% | -2.9% | -9.8% | -11.7% |
| 3M | +4.7% | -2.7% | +7.4% | +5.7% |
| 6M | -3.4% | -6.5% | +3.1% | -1.0% |
| YTD | -1.3% | +3.6% | -5.0% | -2.9% |
| 1Y | -10.4% | +7.5% | -17.9% | -13.4% |
| 3Y | +20.1% | +46.3% | -26.2% | 0.0% |
| 5Y | +10.5% | +30.5% | -20.0% | +0.1% |
| All | +10.5% | +27.8% | -17.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling