+147.8%
XEL vs WY
+7.6%
+140.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.9% |
| 30D | -3.9% | -10.1% | +6.1% | -1.1% |
| 3M | -2.8% | -8.5% | +5.7% | -0.6% |
| 6M | -5.4% | -3.3% | -2.1% | -4.8% |
| YTD | +3.8% | -4.4% | +8.1% | +4.5% |
| 1Y | +6.8% | -11.5% | +18.3% | +9.7% |
| 3Y | +45.6% | -24.3% | +69.9% | +54.3% |
| 5Y | +30.7% | -21.3% | +52.0% | +34.3% |
| All | +147.8% | +7.6% | +140.2% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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