+101.4%
EXE vs NWSA
+40.1%
+61.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | -3.1% | +0.3% | -1.8% |
| 30D | -0.4% | +4.3% | -4.6% | -1.6% |
| 3M | +9.5% | +9.2% | +0.3% | +6.3% |
| 6M | -9.3% | +21.6% | -30.9% | -15.2% |
| YTD | -10.9% | +14.2% | -25.1% | -15.2% |
| 1Y | +4.3% | +1.8% | +2.5% | +2.9% |
| 3Y | +18.8% | +44.4% | -25.6% | +2.6% |
| 5Y | +101.4% | +41.0% | +60.5% | +67.3% |
| All | +101.4% | +40.1% | +61.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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