+293.4%
WBD vs XEL
+747.1%
-453.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +3.9% | -0.9% | +4.8% | +4.2% |
| 3M | +5.1% | -1.4% | +6.5% | +5.6% |
| 6M | +0.6% | -5.8% | +6.4% | +2.7% |
| YTD | -3.2% | +4.7% | -7.9% | -6.2% |
| 1Y | +127.7% | +9.1% | +118.6% | +115.7% |
| 3Y | +146.6% | +47.8% | +98.7% | +100.6% |
| 5Y | +4.2% | +29.0% | -24.8% | -10.9% |
| 10Y | +13.7% | +154.0% | -140.3% | -36.4% |
| All | +293.4% | +747.1% | -453.7% | -2.1% |
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