+181.1%
EWT vs EXE
+191.4%
-10.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +10.3% | +8.5% | +1.9% | +8.9% |
| 3M | +6.1% | +5.5% | +0.6% | +5.1% |
| 6M | +56.6% | -5.9% | +62.5% | +57.7% |
| YTD | +76.6% | -9.7% | +86.3% | +78.5% |
| 1Y | +97.9% | +3.6% | +94.3% | +95.0% |
| 3Y | +198.0% | +18.0% | +179.9% | +185.0% |
| 5Y | +151.8% | +109.4% | +42.3% | +122.5% |
| All | +181.1% | +191.4% | -10.3% | +134.0% |
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