-21.9%
WU vs EXEL
+580.6%
-602.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.8% | +8.4% | -9.2% | -2.0% |
| 30D | -1.1% | +4.1% | -5.2% | -1.8% |
| 3M | -3.9% | +12.4% | -16.3% | -5.4% |
| 6M | -20.7% | +41.5% | -62.2% | -24.6% |
| YTD | -18.4% | +34.6% | -53.0% | -22.0% |
| 1Y | -8.1% | +57.9% | -65.9% | -14.3% |
| 3Y | -24.2% | +159.5% | -183.7% | -35.1% |
| 5Y | -50.4% | +198.5% | -248.9% | -58.9% |
| 10Y | -40.0% | +411.4% | -451.4% | -57.6% |
| All | -21.9% | +580.6% | -602.5% | -62.1% |
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