+8,501.3%
EW vs EXEL
+340.0%
+8,161.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.2% |
| 7D | +11.0% | +0.3% | +10.8% | +11.0% |
| 30D | +19.1% | +19.0% | 0.0% | +16.9% |
| 3M | +14.4% | +33.3% | -18.9% | +10.9% |
| 6M | +22.8% | +42.9% | -20.1% | +18.0% |
| YTD | +19.8% | +58.7% | -38.9% | +13.6% |
| 1Y | +23.9% | +70.5% | -46.6% | +16.6% |
| 3Y | +52.2% | +233.8% | -181.6% | +31.3% |
| 5Y | -13.9% | +259.3% | -273.3% | -26.8% |
| 10Y | +241.9% | +484.1% | -242.3% | +165.3% |
| All | +8,501.3% | +340.0% | +8,161.3% | +5,436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling