-100.0%
XWEL price history and return analytics
+434.9%
-534.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -3.1% | -0.7% | -2.5% | -2.4% |
| 3M | -13.1% | +4.0% | -17.1% | -16.6% |
| 6M | -28.5% | +12.3% | -40.8% | -36.5% |
| YTD | +102.2% | +14.0% | +88.1% | +77.8% |
| 1Y | -17.7% | +20.3% | -38.0% | -31.4% |
| 3Y | -72.6% | +75.4% | -148.1% | -85.1% |
| 5Y | -97.5% | +66.0% | -163.4% | -98.5% |
| 10Y | -100.0% | +228.2% | -328.2% | -100.0% |
| All | -100.0% | +434.9% | -534.9% | -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