-100.0%
XWEL vs VT
+441.1%
-541.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -29.5% | +2.4% | -31.9% | -31.3% |
| 6M | -27.4% | +12.0% | -39.4% | -35.4% |
| YTD | +113.0% | +15.3% | +97.7% | +85.2% |
| 1Y | -11.7% | +22.6% | -34.3% | -27.8% |
| 3Y | -74.2% | +74.7% | -148.9% | -85.9% |
| 5Y | -97.4% | +66.1% | -163.5% | -98.5% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +441.1% | -541.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling