+52.2%
EW vs EXEL
+231.1%
-178.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.3% |
| 7D | +11.0% | +0.3% | +10.8% | +11.0% |
| 30D | +19.1% | +19.0% | 0.0% | +18.2% |
| 3M | +14.4% | +33.3% | -18.9% | +13.0% |
| 6M | +22.8% | +42.9% | -20.1% | +21.0% |
| YTD | +19.8% | +58.7% | -38.9% | +17.5% |
| 1Y | +23.9% | +70.5% | -46.6% | +21.2% |
| 3Y | +52.2% | +233.8% | -181.6% | +53.1% |
| All | +52.2% | +231.1% | -178.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling