+28.7%
SW vs EXEL
+72.0%
-43.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | +7.4% | +17.9% | -10.5% | +4.1% |
| 3M | -5.9% | +33.3% | -39.2% | -11.2% |
| 6M | +9.0% | +46.6% | -37.6% | +1.9% |
| YTD | +18.1% | +61.0% | -42.9% | +7.9% |
| 1Y | +28.7% | +70.4% | -41.8% | +14.7% |
| All | +28.7% | +72.0% | -43.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling