+150.1%
EXE vs WST
+44.3%
+105.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -0.3% | +12.7% | -13.0% | -1.5% |
| 3M | -9.3% | +17.2% | -26.5% | -10.8% |
| 6M | -7.2% | +26.7% | -33.9% | -9.6% |
| YTD | -18.9% | +50.3% | -69.2% | -22.6% |
| 1Y | -21.7% | +50.2% | -71.9% | -25.3% |
| 3Y | +21.0% | +21.7% | -0.7% | +14.1% |
| 5Y | +76.0% | +2.0% | +73.9% | +57.2% |
| All | +150.1% | +44.3% | +105.9% | +124.6% |
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