+1,081.9%
WAT vs EXEL
+340.0%
+741.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +5.0% | +19.0% | -14.1% | +2.4% |
| 3M | +14.5% | +33.3% | -18.8% | +9.8% |
| 6M | +30.9% | +42.9% | -11.9% | +24.2% |
| YTD | +20.5% | +58.7% | -38.3% | +12.4% |
| 1Y | +23.3% | +70.5% | -47.2% | +13.8% |
| 3Y | +81.5% | +233.8% | -152.3% | +49.7% |
| 5Y | +33.4% | +259.3% | -226.0% | +7.7% |
| 10Y | +231.5% | +484.1% | -252.6% | +133.5% |
| All | +1,081.9% | +340.0% | +741.9% | +481.0% |
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