+7,752.1%
WST vs EXEL
+273.2%
+7,478.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | +8.4% | -7.6% | -0.2% |
| 30D | -3.1% | +4.1% | -7.2% | -3.7% |
| 3M | +7.2% | +12.4% | -5.2% | +5.7% |
| 6M | +36.8% | +41.5% | -4.7% | +31.1% |
| YTD | +23.8% | +34.6% | -10.8% | +19.3% |
| 1Y | +37.8% | +57.9% | -20.1% | +30.1% |
| 3Y | -15.9% | +159.5% | -175.4% | -26.6% |
| 5Y | -25.8% | +198.5% | -224.3% | -37.0% |
| 10Y | +319.6% | +411.4% | -91.8% | +216.9% |
| All | +7,752.1% | +273.2% | +7,478.9% | +4,337.4% |
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