+146.1%
EWT vs EXEL
+192.6%
-46.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | +4.8% | +11.9% | -7.1% | +3.4% |
| 3M | +11.1% | +9.2% | +1.9% | +9.8% |
| 6M | +54.6% | +39.1% | +15.5% | +48.0% |
| YTD | +71.4% | +31.0% | +40.4% | +65.1% |
| 1Y | +82.1% | +52.3% | +29.8% | +71.7% |
| 3Y | +193.2% | +159.7% | +33.5% | +154.9% |
| 5Y | +146.1% | +187.7% | -41.6% | +99.5% |
| All | +146.1% | +192.6% | -46.5% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling