+174.8%
EXE vs WCC
+367.4%
-192.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -2.7% | +6.8% | -9.5% | -4.1% |
| 30D | -0.4% | -3.0% | +2.6% | +0.1% |
| 3M | +9.5% | +0.2% | +9.3% | +8.6% |
| 6M | -9.3% | +33.2% | -42.5% | -16.7% |
| YTD | -10.9% | +45.8% | -56.7% | -20.3% |
| 1Y | +4.3% | +68.4% | -64.1% | -10.4% |
| 3Y | +18.8% | +131.1% | -112.3% | -11.8% |
| 5Y | +101.4% | +225.6% | -124.2% | +25.0% |
| All | +174.8% | +367.4% | -192.6% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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