+482.1%
WWD vs EXEL
+375.2%
+106.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.8% |
| 7D | -2.6% | -4.9% | +2.3% | -1.7% |
| 30D | -6.9% | +11.4% | -18.3% | -8.7% |
| 3M | -13.0% | +4.9% | -17.9% | -14.0% |
| 6M | -12.5% | +34.4% | -46.9% | -17.2% |
| YTD | +11.8% | +28.0% | -16.2% | +6.4% |
| 1Y | +41.1% | +43.6% | -2.6% | +31.3% |
| 3Y | +163.1% | +155.2% | +7.9% | +115.9% |
| 5Y | +187.6% | +181.2% | +6.5% | +128.1% |
| All | +482.1% | +375.2% | +106.9% | +301.6% |
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