+363.1%
EXEL vs NWSA
+148.8%
+214.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -2.9% | -4.8% | +1.9% | -1.3% |
| 30D | +11.9% | +3.0% | +8.9% | +10.8% |
| 3M | +9.2% | +9.3% | -0.1% | +5.6% |
| 6M | +39.1% | +23.2% | +15.9% | +28.8% |
| YTD | +31.0% | +13.3% | +17.7% | +24.4% |
| 1Y | +52.3% | +2.9% | +49.4% | +49.2% |
| 3Y | +159.7% | +43.3% | +116.4% | +123.6% |
| 5Y | +187.7% | +40.9% | +146.8% | +142.3% |
| All | +363.1% | +148.8% | +214.3% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling