+146.1%
EWT vs EXE
+99.3%
+46.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | +4.8% | -0.8% | +5.6% | +4.9% |
| 3M | +11.1% | +10.0% | +1.1% | +9.4% |
| 6M | +54.6% | -6.3% | +61.0% | +55.8% |
| YTD | +71.4% | -10.7% | +82.1% | +73.6% |
| 1Y | +82.1% | +2.7% | +79.4% | +79.6% |
| 3Y | +193.2% | +19.1% | +174.1% | +179.9% |
| 5Y | +146.1% | +105.4% | +40.7% | +120.7% |
| All | +146.1% | +99.3% | +46.8% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling