+1,379.7%
EXEL vs NWSA
+97.3%
+1,282.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +17.4% | -11.3% | +28.7% | +22.7% |
| 3M | +38.6% | -8.1% | +46.7% | +42.7% |
| 6M | +41.2% | -0.7% | +41.9% | +40.1% |
| YTD | +59.3% | +1.3% | +58.0% | +55.9% |
| 1Y | +60.2% | -1.3% | +61.5% | +58.4% |
| 3Y | +232.6% | +28.4% | +204.2% | +189.6% |
| 5Y | +285.9% | +15.3% | +270.6% | +239.9% |
| 10Y | +325.9% | +142.7% | +183.2% | +131.0% |
| All | +1,379.7% | +97.3% | +1,282.4% | +846.2% |
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