+3.6%
EXE vs WAT
+41.4%
-37.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +8.5% | +2.3% | +6.1% | +8.4% |
| 3M | +5.5% | +8.7% | -3.3% | +5.2% |
| 6M | -5.9% | +28.3% | -34.2% | -6.6% |
| YTD | -9.7% | +7.8% | -17.5% | -7.4% |
| 1Y | +3.6% | +36.6% | -33.0% | +7.3% |
| All | +3.6% | +41.4% | -37.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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