-71.6%
XWEL vs SPY
+77.0%
-148.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -6.3% | -1.1% | -5.3% | -6.0% |
| 3M | -19.6% | +3.9% | -23.5% | -20.6% |
| 6M | -34.4% | +13.6% | -48.0% | -37.1% |
| YTD | +109.7% | +12.7% | +97.0% | +101.9% |
| 1Y | -8.1% | +17.5% | -25.6% | -11.3% |
| 3Y | -71.6% | +76.9% | -148.5% | -77.8% |
| All | -71.6% | +77.0% | -148.6% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling