+5.0%
XEL vs SW
+24.2%
-19.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +2.4% | -2.9% | +5.4% | +2.6% |
| 30D | +8.3% | +5.0% | +3.3% | +8.0% |
| 3M | +4.2% | -13.7% | +17.8% | +4.8% |
| 6M | +3.7% | +8.0% | -4.3% | +3.6% |
| YTD | +13.1% | +14.0% | -0.9% | +11.9% |
| 1Y | +5.0% | +25.6% | -20.6% | +4.3% |
| All | +5.0% | +24.2% | -19.2% | +4.3% |
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