+163.2%
XEL vs SW
+182.7%
-19.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -0.2% | +2.3% | -2.5% | -0.3% |
| 30D | +10.0% | +6.8% | +3.2% | +9.7% |
| 3M | +4.3% | -5.2% | +9.5% | +4.5% |
| 6M | +0.5% | +7.4% | -7.0% | +0.1% |
| YTD | +10.4% | +17.4% | -7.0% | +9.5% |
| 1Y | +2.0% | +27.1% | -25.1% | +0.9% |
| 3Y | +45.6% | +47.9% | -2.3% | +42.6% |
| 5Y | +46.6% | -2.6% | +49.2% | +44.2% |
| All | +163.2% | +182.7% | -19.5% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling