+147.8%
XEL vs GWRE
+131.0%
+16.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -13.2% | +12.9% | +0.6% |
| 30D | -3.9% | -18.6% | +14.6% | -2.9% |
| 3M | -2.8% | +18.9% | -21.7% | -4.6% |
| 6M | -5.4% | -11.0% | +5.6% | -5.5% |
| YTD | +3.8% | -29.9% | +33.6% | +5.8% |
| 1Y | +6.8% | -44.3% | +51.2% | +11.3% |
| 3Y | +45.6% | +51.7% | -6.1% | +33.1% |
| 5Y | +30.7% | +15.4% | +15.2% | +21.7% |
| All | +147.8% | +131.0% | +16.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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