+175.3%
XEL vs WM
+337.2%
-161.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.1% | -0.5% | +1.5% | +1.3% |
| 30D | +8.7% | +13.3% | -4.6% | +1.4% |
| 3M | +3.5% | +4.4% | -0.9% | +0.9% |
| 6M | +2.6% | +10.8% | -8.3% | -3.6% |
| YTD | +11.1% | +9.1% | +2.0% | +4.8% |
| 1Y | +2.2% | +19.1% | -17.0% | -8.4% |
| 3Y | +51.1% | +45.7% | +5.4% | +17.9% |
| 5Y | +48.0% | +60.4% | -12.4% | +7.6% |
| 10Y | +175.3% | +328.7% | -153.4% | +18.5% |
| All | +175.3% | +337.2% | -161.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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