+174.8%
EXE vs WAT
+41.5%
+133.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -0.4% | -1.7% | +1.3% | -0.2% |
| 3M | +9.5% | +9.1% | +0.4% | +8.0% |
| 6M | -9.3% | +32.4% | -41.8% | -13.4% |
| YTD | -10.9% | +6.6% | -17.5% | -12.0% |
| 1Y | +4.3% | +34.7% | -30.4% | -0.9% |
| 3Y | +18.8% | +53.6% | -34.8% | +5.8% |
| 5Y | +101.4% | -4.1% | +105.5% | +86.5% |
| All | +174.8% | +41.5% | +133.3% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling