+1,890.4%
XEL vs WM
+26,336.4%
-24,446.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -1.9% | -2.4% | +0.5% | -1.6% |
| 3M | -1.9% | +0.4% | -2.3% | -2.0% |
| 6M | -7.4% | -9.5% | +2.0% | -6.1% |
| YTD | +4.1% | +0.5% | +3.6% | +3.8% |
| 1Y | +8.0% | -1.1% | +9.1% | +8.0% |
| 3Y | +48.4% | +46.0% | +2.4% | +39.9% |
| 5Y | +27.2% | +51.8% | -24.6% | +19.4% |
| 10Y | +146.8% | +307.5% | -160.7% | +106.4% |
| All | +1,890.4% | +26,336.4% | -24,446.0% | +1,321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling