+957.3%
WAT vs EXEL
+273.2%
+684.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | +8.4% | -9.7% | -2.4% |
| 30D | +2.3% | +4.1% | -1.7% | +1.7% |
| 3M | +8.7% | +12.4% | -3.7% | +6.8% |
| 6M | +28.3% | +41.5% | -13.2% | +21.8% |
| YTD | +7.8% | +34.6% | -26.9% | +3.0% |
| 1Y | +36.6% | +57.9% | -21.3% | +27.2% |
| 3Y | +45.7% | +159.5% | -113.8% | +24.3% |
| 5Y | -3.3% | +198.5% | -201.8% | -20.0% |
| 10Y | +162.1% | +411.4% | -249.2% | +87.1% |
| All | +957.3% | +273.2% | +684.1% | +432.2% |
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 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