+49.2%
XEL vs W
+44.2%
+5.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +1.3% | +6.5% | -5.2% | +1.3% |
| 30D | -1.5% | -6.2% | +4.7% | -1.5% |
| 3M | -0.2% | +48.9% | -49.1% | 0.0% |
| 6M | -5.4% | +31.2% | -36.6% | -5.3% |
| YTD | +5.6% | -0.4% | +6.1% | +5.9% |
| 1Y | +10.5% | +14.8% | -4.4% | +10.6% |
| 3Y | +49.2% | +40.5% | +8.7% | +46.4% |
| All | +49.2% | +44.2% | +5.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling