-100.0%
XWEL vs SPY
+802.7%
-902.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.7% |
| 7D | -4.1% | -0.4% | -3.8% | -3.8% |
| 30D | -3.1% | -1.4% | -1.7% | -1.8% |
| 3M | -13.1% | +3.7% | -16.8% | -16.1% |
| 6M | -28.5% | +13.0% | -41.5% | -36.1% |
| YTD | +102.2% | +12.4% | +89.8% | +82.2% |
| 1Y | -17.7% | +18.5% | -36.2% | -29.3% |
| 3Y | -72.6% | +77.6% | -150.3% | -84.8% |
| 5Y | -97.5% | +81.7% | -179.1% | -98.6% |
| 10Y | -100.0% | +319.7% | -419.6% | -100.0% |
| All | -100.0% | +802.7% | -902.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling