+175.5%
EXE vs WAT
+40.4%
+135.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -0.8% | -3.2% | +2.4% | -0.4% |
| 3M | +10.0% | +10.6% | -0.5% | +8.4% |
| 6M | -6.3% | +34.0% | -40.4% | -10.7% |
| YTD | -10.7% | +5.7% | -16.4% | -11.6% |
| 1Y | +2.7% | +37.1% | -34.4% | -2.7% |
| 3Y | +19.1% | +52.4% | -33.3% | +6.2% |
| 5Y | +105.4% | -4.4% | +109.8% | +90.3% |
| All | +175.5% | +40.4% | +135.1% | +149.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling