+198.5%
EXEL vs NWSA
+40.1%
+158.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.3% | -3.1% | +2.7% | +0.5% |
| 30D | +10.1% | +4.3% | +5.9% | +8.9% |
| 3M | +10.1% | +9.2% | +0.9% | +7.0% |
| 6M | +37.7% | +21.6% | +16.1% | +29.7% |
| YTD | +33.1% | +14.2% | +18.9% | +27.3% |
| 1Y | +52.4% | +1.8% | +50.6% | +50.7% |
| 3Y | +163.8% | +44.4% | +119.4% | +133.4% |
| 5Y | +198.5% | +41.0% | +157.6% | +162.8% |
| All | +198.5% | +40.1% | +158.5% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling