+186.5%
EXEL vs TW
+301.3%
-114.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.8% | +3.9% | -4.7% | -1.8% |
| 30D | +13.1% | +19.9% | -6.8% | +8.2% |
| 3M | +36.3% | +25.9% | +10.4% | +28.5% |
| 6M | +34.5% | +21.1% | +13.4% | +27.3% |
| YTD | +57.4% | +23.9% | +33.5% | +46.9% |
| 1Y | +62.9% | +21.2% | +41.7% | +53.0% |
| 3Y | +229.5% | +44.8% | +184.7% | +185.1% |
| 5Y | +281.2% | +41.4% | +239.8% | +225.2% |
| All | +186.5% | +301.3% | -114.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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