+170.2%
WWD vs EXEL
+160.6%
+9.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -6.4% | +6.7% | -13.1% | -7.4% |
| 3M | -5.6% | +11.5% | -17.1% | -7.3% |
| 6M | -9.1% | +38.8% | -47.9% | -13.6% |
| YTD | +12.5% | +31.6% | -19.1% | +7.5% |
| 1Y | +41.3% | +53.0% | -11.7% | +32.4% |
| 3Y | +170.2% | +160.8% | +9.4% | +134.9% |
| All | +170.2% | +160.6% | +9.6% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling