+202.2%
WELL vs XEL
+53.0%
+149.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.1% | +2.4% | -2.3% | -0.9% |
| 30D | +5.7% | +8.3% | -2.6% | +2.2% |
| 3M | +4.6% | +4.2% | +0.5% | +2.8% |
| 6M | +11.9% | +3.7% | +8.1% | +10.1% |
| YTD | +33.6% | +13.1% | +20.5% | +27.4% |
| 1Y | +29.8% | +5.0% | +24.8% | +27.1% |
| 3Y | +202.2% | +55.0% | +147.2% | +169.9% |
| All | +202.2% | +53.0% | +149.1% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling