+150.1%
EXE vs BWA
+43.4%
+106.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | -0.3% | -17.7% | +17.4% | +3.9% |
| 3M | -9.3% | -27.0% | +17.7% | -3.2% |
| 6M | -7.2% | -17.3% | +10.1% | -4.6% |
| YTD | -18.9% | +12.9% | -31.8% | -24.5% |
| 1Y | -21.7% | +12.9% | -34.6% | -27.2% |
| 3Y | +21.0% | +62.1% | -41.1% | -2.5% |
| 5Y | +76.0% | +30.7% | +45.3% | +47.6% |
| All | +150.1% | +43.4% | +106.7% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling