+1,150.2%
EXEL vs NWSA
+127.4%
+1,022.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | +8.4% | -1.9% | +10.2% | +9.2% |
| 30D | +4.1% | +4.6% | -0.5% | +2.0% |
| 3M | +12.4% | +13.2% | -0.8% | +6.4% |
| 6M | +41.5% | +27.0% | +14.5% | +27.6% |
| YTD | +34.6% | +16.8% | +17.8% | +25.0% |
| 1Y | +57.9% | +4.5% | +53.4% | +52.9% |
| 3Y | +159.5% | +46.2% | +113.3% | +115.0% |
| 5Y | +198.5% | +40.9% | +157.6% | +142.5% |
| 10Y | +411.4% | +145.1% | +266.2% | +186.8% |
| All | +1,150.2% | +127.4% | +1,022.8% | +658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling