+229.7%
WAT vs EXEL
+325.9%
-96.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +2.0% | +1.6% | +0.4% | +1.7% |
| 30D | +7.7% | +17.4% | -9.7% | +4.8% |
| 3M | +11.1% | +38.6% | -27.6% | +5.1% |
| 6M | +31.2% | +41.2% | -10.0% | +23.6% |
| YTD | +21.7% | +59.3% | -37.7% | +12.1% |
| 1Y | +19.3% | +60.2% | -40.9% | +9.7% |
| 3Y | +80.6% | +232.6% | -152.0% | +43.5% |
| 5Y | +29.5% | +285.9% | -256.3% | -0.9% |
| All | +229.7% | +325.9% | -96.1% | +138.3% |
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