-97.4%
XWEL vs VT
+66.2%
-163.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.4% |
| 30D | -2.0% | +1.0% | -3.0% | -2.8% |
| 3M | -29.5% | +2.4% | -31.9% | -31.1% |
| 6M | -27.4% | +12.0% | -39.4% | -34.6% |
| YTD | +113.0% | +15.3% | +97.7% | +89.0% |
| 1Y | -11.7% | +22.6% | -34.3% | -25.3% |
| 3Y | -74.2% | +74.7% | -148.9% | -84.9% |
| All | -97.4% | +66.2% | -163.6% | -98.3% |
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