-52.1%
WU vs EXEL
+180.6%
-232.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -3.5% | -4.9% | +1.4% | -2.7% |
| 30D | -2.9% | +11.4% | -14.3% | -4.6% |
| 3M | -2.3% | +4.9% | -7.2% | -2.9% |
| 6M | -25.4% | +34.4% | -59.8% | -28.6% |
| YTD | -21.2% | +28.0% | -49.2% | -24.2% |
| 1Y | -8.9% | +43.6% | -52.5% | -14.1% |
| 3Y | -29.0% | +155.2% | -184.2% | -39.1% |
| All | -52.1% | +180.6% | -232.7% | -60.7% |
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