+311.7%
EXEL vs NWSA
+148.1%
+163.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.1% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | +13.1% | -8.8% | +21.9% | +16.3% |
| 3M | +36.3% | -6.5% | +42.8% | +38.9% |
| 6M | +34.5% | +1.5% | +33.0% | +32.8% |
| YTD | +57.4% | +4.0% | +53.4% | +53.4% |
| 1Y | +62.9% | +3.4% | +59.5% | +59.1% |
| 3Y | +229.5% | +34.8% | +194.7% | +190.6% |
| 5Y | +281.2% | +18.4% | +262.9% | +242.3% |
| All | +311.7% | +148.1% | +163.6% | +170.7% |
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