+177.9%
EWT vs EXE
+182.2%
-4.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +4.5% | -0.9% | +5.4% | +4.6% |
| 3M | +8.3% | +9.6% | -1.3% | +6.6% |
| 6M | +54.2% | -11.6% | +65.8% | +56.7% |
| YTD | +74.6% | -12.6% | +87.1% | +77.3% |
| 1Y | +84.9% | +1.2% | +83.7% | +82.8% |
| 3Y | +197.5% | +18.0% | +179.5% | +184.6% |
| 5Y | +150.6% | +101.1% | +49.5% | +122.8% |
| All | +177.9% | +182.2% | -4.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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