+147.8%
XEL vs WWD
+498.2%
-350.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | -3.9% | -6.9% | +3.0% | -3.0% |
| 3M | -2.8% | -13.0% | +10.2% | -1.1% |
| 6M | -5.4% | -12.5% | +7.1% | -4.1% |
| YTD | +3.8% | +11.8% | -8.1% | +1.0% |
| 1Y | +6.8% | +41.1% | -34.2% | 0.0% |
| 3Y | +45.6% | +163.1% | -117.5% | +20.6% |
| 5Y | +30.7% | +187.6% | -156.9% | +4.7% |
| All | +147.8% | +498.2% | -350.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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