+4.7%
WY vs EXEL
+375.2%
-370.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -4.2% | -4.9% | +0.7% | -3.4% |
| 30D | -10.1% | +11.4% | -21.5% | -11.7% |
| 3M | -8.5% | +4.9% | -13.4% | -9.4% |
| 6M | -3.3% | +34.4% | -37.8% | -8.4% |
| YTD | -4.4% | +28.0% | -32.4% | -9.0% |
| 1Y | -11.5% | +43.6% | -55.1% | -17.7% |
| 3Y | -24.3% | +155.2% | -179.5% | -38.0% |
| 5Y | -21.3% | +181.2% | -202.5% | -37.8% |
| All | +4.7% | +375.2% | -370.5% | -21.1% |
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