-100.0%
XWEL vs VT
+217.6%
-317.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -18.6% | -0.1% | -18.5% | -18.8% |
| 30D | -34.5% | -3.1% | -31.4% | -32.3% |
| 3M | -44.0% | -3.5% | -40.5% | -41.9% |
| 6M | -63.5% | +0.5% | -63.9% | -64.1% |
| YTD | +16.8% | +10.8% | +6.0% | +3.1% |
| 1Y | -37.5% | +11.9% | -49.4% | -45.5% |
| 3Y | -67.4% | +73.0% | -140.4% | -84.3% |
| 5Y | -97.9% | +58.6% | -156.6% | -98.9% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +217.6% | -317.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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