+2,062.5%
XEL vs BBWI
+1,144.0%
+918.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +8.3% | +12.9% | -4.6% | +7.0% |
| 3M | +4.2% | +16.0% | -11.8% | +2.5% |
| 6M | +3.7% | +16.6% | -12.9% | +1.7% |
| YTD | +13.1% | +9.7% | +3.3% | +10.8% |
| 1Y | +5.0% | +1.5% | +3.5% | +3.1% |
| 3Y | +55.0% | -21.4% | +76.3% | +52.6% |
| 5Y | +51.8% | -67.6% | +119.4% | +59.0% |
| 10Y | +185.6% | -46.8% | +232.4% | +161.6% |
| All | +2,062.5% | +1,144.0% | +918.5% | +1,111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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