-100.0%
XWEL vs VT
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.0% |
| 7D | -10.2% | +2.4% | -12.5% | -12.7% |
| 30D | -27.4% | -1.5% | -25.9% | -26.4% |
| 3M | -47.5% | -4.1% | -43.4% | -45.1% |
| 6M | -61.0% | +0.6% | -61.6% | -61.7% |
| YTD | +15.2% | +11.0% | +4.2% | +1.4% |
| 1Y | -36.1% | +13.3% | -49.5% | -45.1% |
| 3Y | -67.1% | +73.4% | -140.5% | -84.1% |
| 5Y | -98.1% | +57.4% | -155.5% | -98.9% |
| All | -100.0% | +221.8% | -321.7% | -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