+20.7%
EXE vs BBWI
-44.4%
+65.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -1.8% | +1.6% | -3.3% | -1.9% |
| 30D | +6.4% | -6.2% | +12.6% | +6.6% |
| 3M | +9.2% | +4.3% | +4.9% | +8.7% |
| 6M | -7.0% | -7.2% | +0.2% | -6.9% |
| YTD | -9.5% | -3.0% | -6.4% | -9.9% |
| 1Y | +6.2% | -30.8% | +37.0% | +8.5% |
| 3Y | +20.7% | -43.4% | +64.1% | +26.4% |
| All | +20.7% | -44.4% | +65.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling