+513.6%
EWT vs EXEL
+375.2%
+138.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.6% |
| 30D | +4.5% | +11.4% | -6.9% | +3.2% |
| 3M | +8.3% | +4.9% | +3.4% | +7.5% |
| 6M | +54.2% | +34.4% | +19.8% | +49.0% |
| YTD | +74.6% | +28.0% | +46.5% | +69.3% |
| 1Y | +84.9% | +43.6% | +41.3% | +76.7% |
| 3Y | +197.5% | +155.2% | +42.3% | +164.2% |
| 5Y | +150.6% | +181.2% | -30.6% | +118.0% |
| All | +513.6% | +375.2% | +138.4% | +431.3% |
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