-40.4%
WU vs EXEL
+375.2%
-415.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -2.9% | +11.4% | -14.3% | -4.3% |
| 3M | -2.3% | +4.9% | -7.2% | -2.8% |
| 6M | -25.4% | +34.4% | -59.8% | -28.1% |
| YTD | -21.2% | +28.0% | -49.2% | -23.8% |
| 1Y | -8.9% | +43.6% | -52.5% | -13.2% |
| 3Y | -29.0% | +155.2% | -184.2% | -37.6% |
| 5Y | -50.7% | +181.2% | -231.9% | -57.7% |
| All | -40.4% | +375.2% | -415.6% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling