+55.2%
EWT vs EXEL
+92.4%
-37.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -10.9% | +9.8% | -20.6% | -11.6% |
| 30D | -17.7% | +23.6% | -41.3% | -19.5% |
| 3M | -5.0% | +29.9% | -34.9% | -7.7% |
| 6M | +7.4% | +64.7% | -57.3% | -0.1% |
| YTD | +52.8% | +66.0% | -13.2% | +40.7% |
| 1Y | +55.2% | +92.0% | -36.8% | +40.2% |
| All | +55.2% | +92.4% | -37.2% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling