+241.2%
EXEL vs WTW
+1,139.1%
-897.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.9% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | +6.7% | -5.6% | +12.3% | +9.5% |
| 3M | +11.5% | +26.5% | -15.0% | -1.0% |
| 6M | +38.8% | +8.1% | +30.7% | +31.4% |
| YTD | +31.6% | -0.3% | +31.9% | +28.2% |
| 1Y | +53.0% | -0.9% | +53.9% | +49.2% |
| 3Y | +160.8% | +66.6% | +94.2% | +93.2% |
| 5Y | +190.1% | +54.0% | +136.1% | +119.6% |
| 10Y | +367.0% | +198.1% | +168.8% | +131.6% |
| All | +241.2% | +1,139.1% | -897.8% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling