+147.5%
XEL vs W
+155.6%
-8.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -2.9% | -5.6% | +2.7% | -2.7% |
| 3M | -2.7% | +41.9% | -44.6% | -4.0% |
| 6M | -6.5% | +30.2% | -36.7% | -7.7% |
| YTD | +3.6% | -2.9% | +6.6% | +3.2% |
| 1Y | +7.5% | +11.6% | -4.1% | +6.3% |
| 3Y | +46.3% | +37.0% | +9.4% | +41.1% |
| 5Y | +30.5% | -62.8% | +93.4% | +28.3% |
| All | +147.5% | +155.6% | -8.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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