+32.0%
XEL vs WY
-22.2%
+54.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.8% |
| 30D | -3.9% | -10.1% | +6.1% | -1.3% |
| 3M | -2.8% | -8.5% | +5.7% | -0.8% |
| 6M | -5.4% | -3.3% | -2.1% | -4.8% |
| YTD | +3.8% | -4.4% | +8.1% | +4.4% |
| 1Y | +6.8% | -11.5% | +18.3% | +9.6% |
| 3Y | +45.6% | -24.3% | +69.9% | +53.4% |
| All | +32.0% | -22.2% | +54.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling