+184.0%
EXEL vs WTW
+41.9%
+142.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -2.9% | -7.8% | +4.9% | -0.4% |
| 30D | +11.9% | -7.9% | +19.8% | +14.7% |
| 3M | +9.2% | +19.9% | -10.7% | +2.6% |
| 6M | +39.1% | +9.8% | +29.3% | +33.9% |
| YTD | +31.0% | -3.3% | +34.4% | +31.5% |
| 1Y | +52.3% | -3.3% | +55.6% | +52.6% |
| 3Y | +159.7% | +61.5% | +98.2% | +103.3% |
| All | +184.0% | +41.9% | +142.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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