+92.0%
EXEL vs NWSA
+18.2%
+73.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.2% |
| 7D | +9.8% | +4.3% | +5.5% | +9.2% |
| 30D | +23.6% | +5.6% | +18.1% | +22.9% |
| 3M | +29.9% | +7.3% | +22.7% | +28.7% |
| 6M | +64.7% | +18.8% | +45.9% | +60.4% |
| YTD | +66.0% | +17.9% | +48.1% | +62.9% |
| 1Y | +92.0% | +19.3% | +72.6% | +88.1% |
| All | +92.0% | +18.2% | +73.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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