+650.1%
XEL vs SW
+730.4%
-80.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.7% | +4.7% | -3.0% | +1.6% |
| 30D | +10.5% | +5.0% | +5.5% | +10.4% |
| 3M | +4.9% | -7.3% | +12.3% | +5.0% |
| 6M | +0.2% | +15.0% | -14.8% | 0.0% |
| YTD | +11.3% | +18.5% | -7.2% | +10.9% |
| 1Y | +2.1% | +27.1% | -25.1% | +1.6% |
| 3Y | +45.7% | +49.3% | -3.6% | +44.6% |
| 5Y | +47.9% | -1.6% | +49.6% | +46.9% |
| 10Y | +170.7% | +185.4% | -14.7% | +167.2% |
| All | +650.1% | +730.4% | -80.3% | +664.0% |
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