+594.1%
EWT vs EXEL
+80.5%
+513.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.0% | +8.4% | -4.4% | +2.9% |
| 30D | +10.3% | +4.1% | +6.2% | +9.6% |
| 3M | +6.1% | +12.4% | -6.3% | +4.3% |
| 6M | +56.6% | +41.5% | +15.1% | +49.5% |
| YTD | +76.6% | +34.6% | +41.9% | +69.4% |
| 1Y | +97.9% | +57.9% | +40.0% | +85.5% |
| 3Y | +198.0% | +159.5% | +38.5% | +158.5% |
| 5Y | +151.8% | +198.5% | -46.7% | +112.2% |
| 10Y | +514.1% | +411.4% | +102.8% | +348.8% |
| All | +594.1% | +80.5% | +513.6% | +230.7% |
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