-2.2%
WST vs EXEL
+273.4%
-275.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +9.1% | +19.0% | -10.0% | +7.5% |
| 3M | +14.7% | +33.3% | -18.6% | +11.8% |
| 6M | +28.0% | +42.9% | -14.9% | +24.0% |
| YTD | +45.6% | +58.7% | -13.1% | +39.6% |
| 1Y | +45.7% | +70.5% | -24.9% | +39.0% |
| 3Y | +21.1% | +233.8% | -212.7% | +5.8% |
| All | -2.2% | +273.4% | -275.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling