+55.0%
XEL vs WM
+48.6%
+6.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +3.2% | -0.8% | +1.4% |
| 30D | +8.3% | +13.0% | -4.7% | +4.0% |
| 3M | +4.2% | +9.2% | -5.1% | +1.1% |
| 6M | +3.7% | +13.6% | -9.9% | -0.8% |
| YTD | +13.1% | +12.4% | +0.7% | +8.2% |
| 1Y | +5.0% | +21.2% | -16.2% | -2.2% |
| 3Y | +55.0% | +48.7% | +6.3% | +33.7% |
| All | +55.0% | +48.6% | +6.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling