+178.5%
EXE vs BWA
+92.0%
+86.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.8% |
| 7D | -0.3% | +5.7% | -5.9% | -1.5% |
| 30D | +8.5% | +1.4% | +7.0% | +7.9% |
| 3M | +5.5% | -12.1% | +17.5% | +8.2% |
| 6M | -5.9% | +28.6% | -34.5% | -12.6% |
| YTD | -9.7% | +51.1% | -60.8% | -20.9% |
| 1Y | +3.6% | +55.9% | -52.3% | -10.4% |
| 3Y | +18.0% | +70.1% | -52.1% | -2.7% |
| 5Y | +109.4% | +90.7% | +18.7% | +58.9% |
| All | +178.5% | +92.0% | +86.5% | +107.8% |
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