+11,679.6%
WWD vs EXEL
+273.2%
+11,406.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.3% | +8.4% | -7.1% | -0.2% |
| 30D | -7.2% | +4.1% | -11.2% | -7.9% |
| 3M | -3.8% | +12.4% | -16.3% | -6.0% |
| 6M | -9.9% | +41.5% | -51.5% | -15.6% |
| YTD | +14.8% | +34.6% | -19.8% | +8.3% |
| 1Y | +42.1% | +57.9% | -15.8% | +30.0% |
| 3Y | +170.8% | +159.5% | +11.3% | +121.8% |
| 5Y | +197.5% | +198.5% | -1.0% | +134.3% |
| 10Y | +477.8% | +411.4% | +66.5% | +277.0% |
| All | +11,679.6% | +273.2% | +11,406.4% | +4,620.0% |
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