-23.3%
WY vs EXEL
+230.5%
-253.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +10.1% | +13.1% | -3.0% | +8.8% |
| 3M | -15.4% | +36.3% | -51.7% | -17.8% |
| 6M | -8.3% | +34.5% | -42.8% | -11.0% |
| YTD | -9.8% | +57.4% | -67.2% | -14.0% |
| 1Y | -3.9% | +62.9% | -66.8% | -8.8% |
| 3Y | -23.3% | +229.5% | -252.8% | -36.0% |
| All | -23.3% | +230.5% | -253.8% | -36.0% |
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 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