+127.0%
EW vs EXEL
+373.1%
-246.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -3.2% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | -3.3% | +6.7% | -10.0% | -4.3% |
| 3M | +1.0% | +11.5% | -10.4% | -0.8% |
| 6M | +6.2% | +38.8% | -32.6% | +0.5% |
| YTD | +1.7% | +31.6% | -29.9% | -3.1% |
| 1Y | +8.1% | +53.0% | -44.9% | +0.2% |
| 3Y | +17.1% | +160.8% | -143.8% | -3.3% |
| 5Y | -29.4% | +190.1% | -219.4% | -43.5% |
| All | +127.0% | +373.1% | -246.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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