+349.4%
XEL vs GWRE
+741.3%
-391.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -13.2% | +12.9% | +0.5% |
| 30D | -3.9% | -18.6% | +14.6% | -3.0% |
| 3M | -2.8% | +18.9% | -21.7% | -4.3% |
| 6M | -5.4% | -11.0% | +5.6% | -5.5% |
| YTD | +3.8% | -29.9% | +33.6% | +5.2% |
| 1Y | +6.8% | -44.3% | +51.2% | +10.2% |
| 3Y | +45.6% | +51.7% | -6.1% | +36.8% |
| 5Y | +30.7% | +15.4% | +15.2% | +23.9% |
| 10Y | +151.7% | +129.4% | +22.3% | +125.4% |
| All | +349.4% | +741.3% | -391.9% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling