+41.3%
XEL vs RDW
-0.7%
+42.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.3% | +0.9% | -1.1% | -0.3% |
| 30D | -3.9% | -21.3% | +17.3% | -3.6% |
| 3M | -2.8% | -37.9% | +35.0% | -2.2% |
| 6M | -5.4% | +12.3% | -17.7% | -6.2% |
| YTD | +3.8% | +39.7% | -36.0% | +2.1% |
| 1Y | +6.8% | +25.7% | -18.8% | +5.1% |
| 3Y | +45.6% | +230.8% | -185.3% | +38.8% |
| 5Y | +30.7% | -8.8% | +39.5% | +21.5% |
| All | +41.3% | -0.7% | +42.0% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling