+1.7%
XEL vs SW
+29.5%
-27.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.9% |
| 7D | +4.3% | +12.1% | -7.7% | +3.6% |
| 30D | +12.6% | +6.6% | +6.0% | +12.1% |
| 3M | +4.4% | -6.0% | +10.4% | +4.5% |
| 6M | +0.7% | +21.5% | -20.7% | +0.1% |
| YTD | +11.5% | +20.3% | -8.8% | +9.7% |
| 1Y | +1.7% | +28.1% | -26.4% | +0.3% |
| All | +1.7% | +29.5% | -27.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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