+199.8%
EWT vs EXEL
+164.8%
+35.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.1% | -0.3% | +2.5% | +2.2% |
| 30D | +9.4% | +10.1% | -0.8% | +8.4% |
| 3M | +10.9% | +10.1% | +0.8% | +9.7% |
| 6M | +57.9% | +37.7% | +20.3% | +52.6% |
| YTD | +75.9% | +33.1% | +42.8% | +70.3% |
| 1Y | +89.7% | +52.4% | +37.3% | +81.2% |
| All | +199.8% | +164.8% | +35.0% | +181.8% |
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