+61.1%
EXE vs WAT
+35.9%
+25.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.1% |
| 7D | -3.9% | +6.0% | -10.0% | -4.7% |
| 30D | -2.6% | +9.9% | -12.5% | -3.8% |
| 3M | -6.9% | +17.2% | -24.0% | -9.0% |
| 6M | -9.3% | +34.2% | -43.6% | -13.3% |
| YTD | -20.7% | +25.5% | -46.2% | -23.5% |
| 1Y | -21.8% | +28.3% | -50.1% | -24.9% |
| 3Y | +16.2% | +88.4% | -72.2% | -1.0% |
| 5Y | +61.1% | +36.1% | +25.0% | +44.2% |
| All | +61.1% | +35.9% | +25.2% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling