+147.8%
XEL vs GWW
+570.2%
-422.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -0.3% | -3.4% | +3.1% | +0.4% |
| 30D | -3.9% | -1.9% | -2.0% | -3.6% |
| 3M | -2.8% | -2.4% | -0.4% | -2.5% |
| 6M | -5.4% | +15.7% | -21.1% | -8.6% |
| YTD | +3.8% | +27.6% | -23.8% | -2.2% |
| 1Y | +6.8% | +27.2% | -20.4% | +0.6% |
| 3Y | +45.6% | +89.7% | -44.1% | +23.4% |
| 5Y | +30.7% | +223.9% | -193.2% | -3.3% |
| All | +147.8% | +570.2% | -422.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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