+178.5%
EXE vs GWW
+273.1%
-94.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | -0.3% | +1.4% | -1.6% | -0.6% |
| 30D | +8.5% | +3.3% | +5.2% | +7.6% |
| 3M | +5.5% | +2.9% | +2.5% | +4.4% |
| 6M | -5.9% | +15.8% | -21.7% | -10.0% |
| YTD | -9.7% | +32.0% | -41.8% | -17.2% |
| 1Y | +3.6% | +29.9% | -26.3% | -4.7% |
| 3Y | +18.0% | +91.1% | -73.0% | -6.0% |
| 5Y | +109.4% | +223.9% | -114.5% | +42.3% |
| All | +178.5% | +273.1% | -94.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling