+153.4%
EXE vs WAT
+60.9%
+92.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | -2.2% | +5.4% | -7.6% | -2.9% |
| 3M | -5.9% | +11.3% | -17.2% | -7.3% |
| 6M | -5.7% | +37.4% | -43.1% | -10.0% |
| YTD | -17.8% | +21.2% | -39.0% | -20.3% |
| 1Y | -23.1% | +21.3% | -44.5% | -25.5% |
| 3Y | +21.2% | +83.4% | -62.2% | +4.9% |
| 5Y | +78.8% | +29.0% | +49.8% | +61.7% |
| All | +153.4% | +60.9% | +92.5% | +124.7% |
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