-24.4%
EXE vs WAB
+44.7%
-69.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.6% | +7.9% | -4.4% | +3.2% |
| 30D | -4.3% | +4.9% | -9.2% | -4.5% |
| 3M | -7.7% | +1.8% | -9.4% | -7.8% |
| 6M | -7.2% | +12.0% | -19.2% | -8.4% |
| YTD | -18.5% | +41.3% | -59.8% | -21.0% |
| 1Y | -24.4% | +43.8% | -68.2% | -27.6% |
| All | -24.4% | +44.7% | -69.1% | -27.6% |
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