+182.7%
SW vs EXEL
+461.0%
-278.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +6.8% | +19.0% | -12.3% | +5.4% |
| 3M | -5.2% | +33.3% | -38.5% | -7.3% |
| 6M | +7.4% | +42.9% | -35.4% | +4.5% |
| YTD | +17.4% | +58.7% | -41.3% | +13.3% |
| 1Y | +27.1% | +70.5% | -43.4% | +22.0% |
| 3Y | +47.9% | +233.8% | -186.0% | +36.0% |
| 5Y | -2.6% | +259.3% | -261.9% | -11.1% |
| All | +182.7% | +461.0% | -278.4% | +158.5% |
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