+157.1%
EWT vs EXE
+21.0%
+136.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +9.1% | +5.3% | +3.8% | +8.3% |
| 30D | -12.2% | -2.2% | -10.0% | -12.0% |
| 3M | -9.4% | -5.9% | -3.5% | -8.8% |
| 6M | +2.7% | -5.7% | +8.4% | +3.1% |
| YTD | +53.3% | -17.8% | +71.1% | +57.6% |
| 1Y | +59.2% | -23.1% | +82.3% | +66.1% |
| 3Y | +157.1% | +21.2% | +135.9% | +136.6% |
| All | +157.1% | +21.0% | +136.1% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling