-15.1%
WST vs EXEL
+164.9%
-180.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | +8.4% | -7.6% | +0.7% |
| 30D | -3.1% | +4.1% | -7.2% | -3.2% |
| 3M | +7.2% | +12.4% | -5.2% | +7.1% |
| 6M | +36.8% | +41.5% | -4.7% | +36.6% |
| YTD | +23.8% | +34.6% | -10.8% | +23.6% |
| 1Y | +37.8% | +57.9% | -20.1% | +38.7% |
| All | -15.1% | +164.9% | -180.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling