-97.9%
XWEL vs VT
+53.4%
-151.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | -14.5% | -2.3% | -12.2% | -12.8% |
| 30D | -34.4% | -5.0% | -29.5% | -31.6% |
| 3M | -45.4% | -4.9% | -40.5% | -43.0% |
| 6M | -53.5% | -1.5% | -52.0% | -53.1% |
| YTD | +28.3% | +8.5% | +19.8% | +19.9% |
| 1Y | -33.0% | +11.4% | -44.3% | -38.6% |
| 3Y | -61.9% | +70.1% | -132.0% | -77.3% |
| All | -97.9% | +53.4% | -151.3% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling