+1,902.7%
XEL vs GWW
+13,989.5%
-12,086.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -0.9% | -1.4% | +0.6% | -0.6% |
| 3M | -1.4% | -3.6% | +2.2% | -0.8% |
| 6M | -5.8% | +15.1% | -20.9% | -8.9% |
| YTD | +4.7% | +27.5% | -22.8% | -1.1% |
| 1Y | +9.1% | +29.6% | -20.6% | +2.4% |
| 3Y | +47.8% | +90.1% | -42.2% | +26.3% |
| 5Y | +29.0% | +222.6% | -193.6% | -2.8% |
| 10Y | +154.0% | +566.5% | -412.5% | +58.0% |
| All | +1,902.7% | +13,989.5% | -12,086.7% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling