+7,470.5%
EW vs EXEL
+273.2%
+7,197.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.2% |
| 30D | +1.0% | +4.1% | -3.0% | +0.5% |
| 3M | +2.8% | +12.4% | -9.6% | +1.4% |
| 6M | +5.5% | +41.5% | -36.1% | +1.4% |
| YTD | +5.5% | +34.6% | -29.2% | +1.8% |
| 1Y | +11.0% | +57.9% | -46.8% | +5.2% |
| 3Y | +17.7% | +159.5% | -141.8% | +4.1% |
| 5Y | -25.7% | +198.5% | -224.2% | -35.7% |
| 10Y | +132.8% | +411.4% | -278.6% | +82.6% |
| All | +7,470.5% | +273.2% | +7,197.3% | +4,859.4% |
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