+19,949.9%
SHW vs XEL
+1,965.5%
+17,984.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.8% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | -11.6% | -1.5% | -10.1% | -11.2% |
| 3M | +9.1% | -0.2% | +9.3% | +9.1% |
| 6M | -0.7% | -5.4% | +4.8% | +0.9% |
| YTD | +1.4% | +5.6% | -4.3% | -0.6% |
| 1Y | -12.3% | +10.5% | -22.7% | -15.3% |
| 3Y | +23.4% | +49.2% | -25.8% | +7.4% |
| 5Y | +15.0% | +30.1% | -15.1% | +4.2% |
| 10Y | +278.3% | +146.7% | +131.6% | +184.7% |
| All | +19,949.9% | +1,965.5% | +17,984.4% | +6,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling