+179.3%
EXE vs ITW
+49.5%
+129.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.8% | -0.4% | -1.3% | -1.6% |
| 30D | +6.4% | -9.4% | +15.8% | +10.2% |
| 3M | +9.2% | +7.1% | +2.1% | +5.9% |
| 6M | -7.0% | -1.9% | -5.1% | -7.0% |
| YTD | -9.5% | +10.4% | -19.9% | -14.2% |
| 1Y | +6.2% | +3.3% | +2.9% | +3.5% |
| 3Y | +20.7% | +21.0% | -0.3% | +7.1% |
| 5Y | +103.6% | +36.3% | +67.3% | +61.7% |
| All | +179.3% | +49.5% | +129.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling