+147.8%
SW vs EXEL
+400.1%
-252.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | +8.4% | -13.5% | -5.7% |
| 30D | -4.6% | +4.1% | -8.7% | -4.9% |
| 3M | +9.4% | +12.4% | -3.0% | +8.4% |
| 6M | +3.5% | +41.5% | -38.0% | +1.0% |
| YTD | +22.0% | +34.6% | -12.6% | +19.3% |
| 1Y | +2.2% | +57.9% | -55.7% | -1.3% |
| 3Y | +19.6% | +159.5% | -139.9% | +12.0% |
| 5Y | -2.3% | +198.5% | -200.8% | -9.6% |
| All | +147.8% | +400.1% | -252.3% | +123.6% |
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