+30.8%
XEL vs SW
-2.3%
+33.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.0% | -5.1% | +4.1% | -0.8% |
| 30D | -1.9% | -4.6% | +2.7% | -1.8% |
| 3M | -1.9% | +9.4% | -11.3% | -2.2% |
| 6M | -7.4% | +3.5% | -11.0% | -7.6% |
| YTD | +4.1% | +22.0% | -18.0% | +3.4% |
| 1Y | +8.0% | +2.2% | +5.8% | +7.8% |
| 3Y | +48.4% | +19.6% | +28.8% | +47.0% |
| All | +30.8% | -2.3% | +33.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling