+174.8%
EXE vs BBWI
-48.9%
+223.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -0.9% |
| 7D | -2.7% | -4.4% | +1.7% | -2.2% |
| 30D | -0.4% | -7.4% | +7.0% | +0.4% |
| 3M | +9.5% | -2.2% | +11.7% | +9.1% |
| 6M | -9.3% | -16.3% | +7.0% | -8.4% |
| YTD | -10.9% | -9.1% | -1.8% | -11.4% |
| 1Y | +4.3% | -34.5% | +38.8% | +8.0% |
| 3Y | +18.8% | -47.0% | +65.8% | +22.8% |
| 5Y | +101.4% | -68.8% | +170.3% | +124.2% |
| All | +174.8% | -48.9% | +223.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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