+179.3%
EXE vs WST
+18.1%
+161.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +6.4% | -4.6% | +11.0% | +6.9% |
| 3M | +9.2% | +5.7% | +3.5% | +8.5% |
| 6M | -7.0% | +37.6% | -44.6% | -10.3% |
| YTD | -9.5% | +23.0% | -32.5% | -11.8% |
| 1Y | +6.2% | +33.8% | -27.6% | +2.4% |
| 3Y | +20.7% | -13.4% | +34.1% | +19.6% |
| 5Y | +103.6% | -27.0% | +130.6% | +82.1% |
| All | +179.3% | +18.1% | +161.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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