+651.3%
XEL vs SW
+743.1%
-91.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.1% |
| 7D | +4.3% | +12.1% | -7.7% | +4.1% |
| 30D | +12.6% | +6.6% | +6.0% | +12.5% |
| 3M | +4.4% | -6.0% | +10.4% | +4.4% |
| 6M | +0.7% | +21.5% | -20.7% | +0.4% |
| YTD | +11.5% | +20.3% | -8.8% | +11.1% |
| 1Y | +1.7% | +28.1% | -26.4% | +1.2% |
| 3Y | +45.9% | +51.6% | -5.7% | +44.7% |
| 5Y | +49.9% | -0.1% | +50.0% | +48.8% |
| 10Y | +171.1% | +189.7% | -18.6% | +167.6% |
| All | +651.3% | +743.1% | -91.7% | +665.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling