+103.6%
EXE vs WAT
-4.5%
+108.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +6.4% | -1.0% | +7.4% | +6.5% |
| 3M | +9.2% | +10.9% | -1.6% | +7.5% |
| 6M | -7.0% | +33.2% | -40.2% | -11.3% |
| YTD | -9.5% | +6.1% | -15.5% | -10.5% |
| 1Y | +6.2% | +30.2% | -24.0% | +1.5% |
| 3Y | +20.7% | +52.9% | -32.1% | +7.2% |
| 5Y | +103.6% | -5.1% | +108.8% | +74.5% |
| All | +103.6% | -4.5% | +108.1% | +74.5% |
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