-7.5%
WY vs EXEL
+59.2%
-66.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.6% | +8.4% | -11.0% | -2.8% |
| 30D | -10.9% | +4.1% | -15.0% | -11.0% |
| 3M | -6.0% | +12.4% | -18.4% | -6.3% |
| 6M | -5.6% | +41.5% | -47.2% | -6.0% |
| YTD | -1.1% | +34.6% | -35.8% | -1.7% |
| 1Y | -7.5% | +57.9% | -65.3% | -11.3% |
| All | -7.5% | +59.2% | -66.7% | -11.3% |
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