+151.4%
EXE vs BBWI
-39.1%
+190.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | 0.0% |
| 7D | +3.6% | -4.5% | +8.1% | +4.1% |
| 30D | -4.3% | +17.1% | -21.4% | -6.2% |
| 3M | -7.7% | +17.5% | -25.1% | -9.8% |
| 6M | -7.2% | +12.8% | -20.1% | -9.5% |
| YTD | -18.5% | +8.2% | -26.7% | -20.8% |
| 1Y | -24.4% | -1.8% | -22.5% | -25.9% |
| 3Y | +21.6% | -25.8% | +47.3% | +19.1% |
| 5Y | +77.3% | -68.0% | +145.4% | +99.9% |
| All | +151.4% | -39.1% | +190.5% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling