+63.7%
EXE vs SW
-1.6%
+65.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | -5.6% | +4.7% | -10.3% | -5.9% |
| 30D | -3.3% | +5.0% | -8.3% | -3.6% |
| 3M | -5.5% | -7.3% | +1.9% | -5.1% |
| 6M | -13.4% | +15.0% | -28.4% | -14.7% |
| YTD | -21.3% | +18.5% | -39.8% | -23.1% |
| 1Y | -20.7% | +27.1% | -47.8% | -23.1% |
| 3Y | +3.9% | +49.3% | -45.4% | -1.7% |
| 5Y | +63.7% | -1.6% | +65.3% | +52.9% |
| All | +63.7% | -1.6% | +65.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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