+231.8%
WAT vs EXEL
+363.4%
-131.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +3.4% | -2.4% | +5.8% | +3.8% |
| 30D | +9.6% | +17.9% | -8.3% | +6.6% |
| 3M | +15.5% | +33.3% | -17.8% | +10.0% |
| 6M | +33.9% | +46.6% | -12.7% | +25.3% |
| YTD | +25.2% | +61.0% | -35.8% | +15.1% |
| 1Y | +26.3% | +70.4% | -44.2% | +15.0% |
| 3Y | +85.8% | +236.1% | -150.3% | +47.5% |
| 5Y | +35.3% | +284.8% | -249.6% | +3.6% |
| 10Y | +231.8% | +348.4% | -116.6% | +137.2% |
| All | +231.8% | +363.4% | -131.6% | +137.2% |
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 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