+1.2%
EXE vs WAB
+49.7%
-48.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | -0.9% | -4.1% | +3.2% | -0.7% |
| 3M | +9.6% | +8.2% | +1.4% | +8.2% |
| 6M | -11.6% | +15.4% | -27.0% | -13.2% |
| YTD | -12.6% | +33.1% | -45.7% | -16.1% |
| 1Y | +1.2% | +48.1% | -46.9% | -4.5% |
| All | +1.2% | +49.7% | -48.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling