+185.4%
SW vs EXEL
+454.1%
-268.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.0% | -1.1% |
| 7D | +4.7% | +3.8% | +0.9% | +4.4% |
| 30D | +5.0% | +17.8% | -12.8% | +3.7% |
| 3M | -7.3% | +21.2% | -28.5% | -8.7% |
| 6M | +15.0% | +54.7% | -39.7% | +11.3% |
| YTD | +18.5% | +56.8% | -38.2% | +14.5% |
| 1Y | +27.1% | +70.2% | -43.1% | +22.0% |
| 3Y | +49.3% | +227.2% | -177.9% | +37.5% |
| 5Y | -1.6% | +254.9% | -256.5% | -10.2% |
| All | +185.4% | +454.1% | -268.7% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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