+169.7%
EXE vs GWW
+260.5%
-90.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -3.1% | -3.4% | +0.2% | -2.3% |
| 30D | -0.9% | -1.9% | +1.0% | -0.5% |
| 3M | +9.6% | -2.4% | +11.9% | +9.9% |
| 6M | -11.6% | +15.7% | -27.3% | -15.5% |
| YTD | -12.6% | +27.6% | -40.2% | -19.1% |
| 1Y | +1.2% | +27.2% | -26.0% | -6.5% |
| 3Y | +18.0% | +89.7% | -71.6% | -6.1% |
| 5Y | +101.1% | +223.9% | -122.8% | +36.6% |
| All | +169.7% | +260.5% | -90.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling