-22.5%
WY vs EXEL
+164.8%
-187.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | -1.7% | -0.3% | -1.3% | -1.7% |
| 30D | -9.9% | +10.1% | -20.0% | -10.6% |
| 3M | -7.5% | +10.1% | -17.6% | -8.5% |
| 6M | -5.1% | +37.7% | -42.8% | -8.2% |
| YTD | -2.1% | +33.1% | -35.2% | -5.1% |
| 1Y | -7.3% | +52.4% | -59.7% | -12.0% |
| All | -22.5% | +164.8% | -187.3% | -33.7% |
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