+45.4%
XEL vs GWW
+88.4%
-43.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -2.9% | -2.3% | -0.6% | -2.7% |
| 3M | -2.7% | -3.3% | +0.6% | -2.4% |
| 6M | -6.5% | +15.4% | -21.9% | -8.2% |
| YTD | +3.6% | +26.7% | -23.1% | +0.4% |
| 1Y | +7.5% | +29.0% | -21.5% | +4.0% |
| All | +45.4% | +88.4% | -43.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling