+103.6%
EXE vs BBWI
-66.8%
+170.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -1.8% | +1.6% | -3.3% | -2.0% |
| 30D | +6.4% | -6.2% | +12.6% | +6.9% |
| 3M | +9.2% | +4.3% | +4.9% | +8.1% |
| 6M | -7.0% | -7.2% | +0.2% | -7.2% |
| YTD | -9.5% | -3.0% | -6.4% | -10.6% |
| 1Y | +6.2% | -30.8% | +37.0% | +9.4% |
| 3Y | +20.7% | -43.4% | +64.1% | +23.9% |
| 5Y | +103.6% | -66.7% | +170.4% | +128.4% |
| All | +103.6% | -66.8% | +170.4% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling