+169.7%
EXE vs ITW
+49.2%
+120.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -0.9% | -8.3% | +7.4% | +2.1% |
| 3M | +9.6% | +6.0% | +3.5% | +6.7% |
| 6M | -11.6% | 0.0% | -11.6% | -12.3% |
| YTD | -12.6% | +10.2% | -22.8% | -17.0% |
| 1Y | +1.2% | +3.2% | -2.0% | -1.4% |
| 3Y | +18.0% | +21.0% | -2.9% | +4.6% |
| 5Y | +101.1% | +37.9% | +63.2% | +58.9% |
| All | +169.7% | +49.2% | +120.6% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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