+173.1%
WY vs EXEL
+273.2%
-100.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.7% | +8.4% | -10.1% | -2.8% |
| 30D | -10.1% | +4.1% | -14.2% | -10.7% |
| 3M | -5.1% | +12.4% | -17.6% | -6.9% |
| 6M | -4.8% | +41.5% | -46.3% | -9.7% |
| YTD | -0.2% | +34.6% | -34.9% | -5.0% |
| 1Y | -6.6% | +57.9% | -64.5% | -13.3% |
| 3Y | -22.7% | +159.5% | -182.2% | -34.3% |
| 5Y | -22.2% | +198.5% | -220.7% | -36.0% |
| 10Y | +7.3% | +411.4% | -404.1% | -23.1% |
| All | +173.1% | +273.2% | -100.1% | +32.1% |
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 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