+146.7%
XEL vs WM
+305.2%
-158.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.8% |
| 30D | -1.5% | -4.3% | +2.8% | +0.8% |
| 3M | -0.2% | +0.8% | -1.0% | -0.9% |
| 6M | -5.4% | -10.8% | +5.3% | +0.1% |
| YTD | +5.6% | -0.1% | +5.7% | +4.7% |
| 1Y | +10.5% | +1.0% | +9.4% | +8.5% |
| 3Y | +49.2% | +45.1% | +4.1% | +16.0% |
| 5Y | +30.1% | +52.1% | -22.0% | -2.9% |
| 10Y | +146.7% | +302.9% | -156.3% | +10.8% |
| All | +146.7% | +305.2% | -158.5% | +10.8% |
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