+1,902.7%
XEL vs WY
+673.4%
+1,229.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | -0.9% | -9.9% | +9.0% | +1.2% |
| 3M | -1.4% | -7.5% | +6.1% | 0.0% |
| 6M | -5.8% | -5.1% | -0.7% | -5.0% |
| YTD | +4.7% | -2.1% | +6.8% | +4.8% |
| 1Y | +9.1% | -7.3% | +16.4% | +10.2% |
| 3Y | +47.8% | -22.6% | +70.5% | +53.8% |
| 5Y | +29.0% | -19.8% | +48.8% | +31.7% |
| 10Y | +154.0% | +9.6% | +144.4% | +131.5% |
| All | +1,902.7% | +673.4% | +1,229.4% | +1,141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling