+260.8%
XEL vs W
+176.2%
+84.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -0.8% |
| 30D | -1.9% | -7.6% | +5.7% | -1.7% |
| 3M | -1.9% | +37.2% | -39.1% | -3.0% |
| 6M | -7.4% | +26.3% | -33.8% | -8.4% |
| YTD | +4.1% | -1.0% | +5.0% | +3.6% |
| 1Y | +8.0% | +20.1% | -12.0% | +6.7% |
| 3Y | +48.4% | +37.8% | +10.6% | +43.7% |
| 5Y | +27.2% | -63.7% | +90.9% | +24.9% |
| 10Y | +146.8% | +156.3% | -9.5% | +116.3% |
| All | +260.8% | +176.2% | +84.6% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling