+21.6%
WWD vs EXEL
+62.5%
-40.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | +8.2% | +1.6% | +6.5% | +7.7% |
| 30D | -0.2% | +17.4% | -17.5% | -3.9% |
| 3M | -8.4% | +38.6% | -47.0% | -15.8% |
| 6M | -9.5% | +41.2% | -50.7% | -17.8% |
| YTD | +10.1% | +59.3% | -49.3% | -4.5% |
| 1Y | +21.6% | +60.2% | -38.7% | +5.3% |
| All | +21.6% | +62.5% | -40.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling