+32.0%
XEL vs GWRE
+15.1%
+17.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -13.2% | +12.9% | 0.0% |
| 30D | -3.9% | -18.6% | +14.6% | -3.6% |
| 3M | -2.8% | +18.9% | -21.7% | -3.5% |
| 6M | -5.4% | -11.0% | +5.6% | -5.3% |
| YTD | +3.8% | -29.9% | +33.6% | +5.2% |
| 1Y | +6.8% | -44.3% | +51.2% | +9.7% |
| 3Y | +45.6% | +51.7% | -6.1% | +37.4% |
| All | +32.0% | +15.1% | +17.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling