+167.9%
WAT vs EXEL
+378.5%
-210.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -1.7% | +10.1% | -11.8% | -3.2% |
| 3M | +9.1% | +10.1% | -1.0% | +7.2% |
| 6M | +32.4% | +37.7% | -5.2% | +25.5% |
| YTD | +6.6% | +33.1% | -26.5% | +1.4% |
| 1Y | +34.7% | +52.4% | -17.7% | +25.1% |
| 3Y | +53.6% | +163.8% | -110.2% | +28.0% |
| 5Y | -4.1% | +198.5% | -202.6% | -22.7% |
| 10Y | +167.9% | +386.9% | -219.0% | +98.1% |
| All | +167.9% | +378.5% | -210.7% | +98.1% |
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