+105.4%
EXE vs ITW
+35.1%
+70.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.4% |
| 30D | -0.8% | -9.5% | +8.7% | +2.7% |
| 3M | +10.0% | +6.6% | +3.4% | +6.9% |
| 6M | -6.3% | -1.8% | -4.6% | -6.4% |
| YTD | -10.7% | +9.0% | -19.7% | -15.0% |
| 1Y | +2.7% | +3.6% | -0.9% | -0.2% |
| 3Y | +19.1% | +19.4% | -0.3% | +5.8% |
| 5Y | +105.4% | +36.4% | +69.0% | +54.0% |
| All | +105.4% | +35.1% | +70.3% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling