+19.6%
SW vs EXEL
+160.6%
-141.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | +8.4% | -13.5% | -6.2% |
| 30D | -4.6% | +4.1% | -8.7% | -5.2% |
| 3M | +9.4% | +12.4% | -3.0% | +7.6% |
| 6M | +3.5% | +41.5% | -38.0% | -1.1% |
| YTD | +22.0% | +34.6% | -12.6% | +17.0% |
| 1Y | +2.2% | +57.9% | -55.7% | -4.3% |
| All | +19.6% | +160.6% | -141.1% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling