+32.0%
XEL vs NWSA
+40.0%
-8.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | -3.9% | +3.0% | -7.0% | -4.3% |
| 3M | -2.8% | +12.3% | -15.1% | -4.4% |
| 6M | -5.4% | +21.9% | -27.3% | -8.1% |
| YTD | +3.8% | +13.6% | -9.8% | +1.7% |
| 1Y | +6.8% | +0.5% | +6.4% | +6.5% |
| 3Y | +45.6% | +43.8% | +1.8% | +36.5% |
| All | +32.0% | +40.0% | -8.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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