+20.7%
EXE vs BWA
+72.9%
-52.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -1.8% | +4.3% | -6.1% | -2.2% |
| 30D | +6.4% | -2.9% | +9.3% | +6.6% |
| 3M | +9.2% | -12.4% | +21.7% | +10.5% |
| 6M | -7.0% | +28.6% | -35.5% | -10.1% |
| YTD | -9.5% | +48.2% | -57.7% | -15.0% |
| 1Y | +6.2% | +50.9% | -44.7% | -0.7% |
| 3Y | +20.7% | +72.2% | -51.4% | +6.2% |
| All | +20.7% | +72.9% | -52.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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