+150.1%
EXE vs WCC
+316.9%
-166.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -2.2% | -9.9% | +7.7% | -0.3% |
| 30D | -0.3% | -13.4% | +13.1% | +2.2% |
| 3M | -9.3% | -13.5% | +4.2% | -7.4% |
| 6M | -7.2% | -10.6% | +3.4% | -6.6% |
| YTD | -18.9% | +30.1% | -49.0% | -26.2% |
| 1Y | -21.7% | +22.3% | -44.0% | -27.8% |
| 3Y | +21.0% | +130.3% | -109.3% | -11.6% |
| 5Y | +76.0% | +144.5% | -68.5% | +18.0% |
| All | +150.1% | +316.9% | -166.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling