-100.0%
XWEL vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.3% |
| 7D | -2.0% | -0.8% | -1.3% | -1.3% |
| 30D | -6.8% | -1.1% | -5.7% | -5.8% |
| 3M | -20.0% | +3.9% | -23.9% | -23.0% |
| 6M | -34.7% | +13.6% | -48.3% | -42.5% |
| YTD | +108.7% | +12.7% | +96.0% | +86.2% |
| 1Y | -8.6% | +17.5% | -26.1% | -21.6% |
| 3Y | -71.8% | +76.9% | -148.7% | -85.0% |
| 5Y | -97.2% | +83.6% | -180.8% | -98.6% |
| All | -100.0% | +322.5% | -422.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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