-97.3%
XWEL vs SPY
+82.3%
-179.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.5% |
| 7D | -2.0% | -0.8% | -1.3% | -1.5% |
| 30D | -6.8% | -1.1% | -5.7% | -6.0% |
| 3M | -20.0% | +3.9% | -23.9% | -22.2% |
| 6M | -34.7% | +13.6% | -48.3% | -40.6% |
| YTD | +108.7% | +12.7% | +96.0% | +91.7% |
| 1Y | -8.6% | +17.5% | -26.1% | -18.1% |
| 3Y | -71.8% | +76.9% | -148.7% | -82.4% |
| All | -97.3% | +82.3% | -179.6% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling