+291.5%
XEL vs W
+209.7%
+81.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 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% | +1.5% |
| YTD | +12.9% | +11.0% | +1.9% | +12.0% |
| 1Y | +4.1% | -0.2% | +4.3% | +3.5% |
| 3Y | +52.3% | +157.9% | -105.6% | +44.5% |
| 5Y | +51.6% | -56.8% | +108.4% | +48.0% |
| 10Y | +185.2% | +212.2% | -27.0% | +148.8% |
| All | +291.5% | +209.7% | +81.8% | +243.5% |
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 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