+1.7%
XEL vs RDW
+9.7%
-7.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.2% |
| 7D | +4.3% | -14.3% | +18.6% | +4.3% |
| 30D | +12.6% | -26.0% | +38.6% | +12.6% |
| 3M | +4.4% | -27.4% | +31.7% | +4.4% |
| 6M | +0.7% | -10.6% | +11.4% | +0.5% |
| YTD | +11.5% | +1.6% | +9.9% | +10.2% |
| 1Y | +1.7% | +11.1% | -9.3% | +0.4% |
| All | +1.7% | +9.7% | -7.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling