+3.6%
XEL vs W
+84.1%
-80.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +1.4% | -1.7% | +3.1% | +1.5% |
| 30D | +9.2% | +3.2% | +6.0% | +9.0% |
| 3M | +4.5% | +8.3% | -3.8% | +4.2% |
| 6M | +3.6% | +84.3% | -80.7% | +1.9% |
| All | +3.6% | +84.1% | -80.5% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling