+743.1%
SW vs EXEL
+1,133.1%
-390.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.1% |
| 7D | +12.1% | +9.8% | +2.3% | +11.7% |
| 30D | +6.6% | +23.6% | -17.1% | +5.7% |
| 3M | -6.0% | +29.9% | -35.9% | -7.0% |
| 6M | +21.5% | +64.7% | -43.2% | +19.2% |
| YTD | +20.3% | +66.0% | -45.7% | +18.0% |
| 1Y | +28.1% | +92.0% | -63.8% | +25.0% |
| 3Y | +51.6% | +246.4% | -194.8% | +44.8% |
| 5Y | -0.1% | +284.3% | -284.4% | -5.1% |
| 10Y | +189.7% | +510.8% | -321.1% | +169.3% |
| All | +743.1% | +1,133.1% | -390.0% | +679.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling