+144.0%
EWT vs EXE
+165.2%
-21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 6M | +2.7% | -5.7% | +8.4% | +3.2% |
| YTD | +53.3% | -17.8% | +71.1% | +56.9% |
| 1Y | +59.2% | -23.1% | +82.3% | +64.7% |
| 3Y | +157.1% | +21.2% | +135.9% | +144.9% |
| 5Y | +119.6% | +78.8% | +40.8% | +98.9% |
| All | +144.0% | +165.2% | -21.2% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling