+178.5%
EXE vs WAB
+255.1%
-76.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | -3.2% | +3.0% | +1.0% |
| 30D | +8.5% | -4.4% | +12.9% | +10.3% |
| 3M | +5.5% | +7.9% | -2.4% | +1.6% |
| 6M | -5.9% | +8.7% | -14.6% | -10.2% |
| YTD | -9.7% | +33.0% | -42.7% | -21.3% |
| 1Y | +3.6% | +46.7% | -43.1% | -13.9% |
| 3Y | +18.0% | +153.0% | -135.0% | -25.9% |
| 5Y | +109.4% | +222.3% | -112.8% | +14.5% |
| All | +178.5% | +255.1% | -76.6% | +46.5% |
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 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