+186.2%
XEL vs CDW
+316.1%
-129.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | +0.7% | +2.6% | -1.8% | +0.3% |
| 30D | +9.3% | +20.4% | -11.1% | +5.8% |
| 3M | +5.3% | +28.5% | -23.2% | +0.4% |
| 6M | +2.2% | +70.6% | -68.4% | -8.3% |
| YTD | +12.3% | +29.1% | -16.7% | +5.2% |
| 1Y | +3.0% | +23.8% | -20.8% | -2.8% |
| 3Y | +51.6% | -14.5% | +66.0% | +51.2% |
| 5Y | +50.0% | -1.6% | +51.5% | +41.6% |
| All | +186.2% | +316.1% | -129.9% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling