+104.7%
EXE vs WAB
+228.6%
-123.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.4% |
| 30D | +6.4% | -2.4% | +8.8% | +7.3% |
| 3M | +9.2% | +9.7% | -0.4% | +4.6% |
| 6M | -7.0% | +16.5% | -23.5% | -13.9% |
| YTD | -9.5% | +33.7% | -43.2% | -21.4% |
| 1Y | +6.2% | +49.7% | -43.5% | -12.6% |
| 3Y | +20.7% | +170.9% | -150.2% | -27.7% |
| All | +104.7% | +228.6% | -123.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling