+151.4%
EXE vs WAB
+277.2%
-125.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +3.6% | +7.9% | -4.4% | +0.6% |
| 30D | -4.3% | +4.9% | -9.2% | -6.2% |
| 3M | -7.7% | +1.8% | -9.4% | -8.6% |
| 6M | -7.2% | +12.0% | -19.2% | -12.2% |
| YTD | -18.5% | +41.3% | -59.8% | -30.8% |
| 1Y | -24.4% | +43.8% | -68.2% | -36.3% |
| 3Y | +21.6% | +171.1% | -149.5% | -25.8% |
| 5Y | +77.3% | +217.7% | -140.4% | -2.1% |
| All | +151.4% | +277.2% | -125.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling