+178.5%
EXE vs WST
+18.9%
+159.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +8.5% | -3.1% | +11.6% | +8.8% |
| 3M | +5.5% | +7.2% | -1.7% | +4.6% |
| 6M | -5.9% | +36.8% | -42.7% | -9.2% |
| YTD | -9.7% | +23.8% | -33.6% | -12.1% |
| 1Y | +3.6% | +37.8% | -34.2% | -0.5% |
| 3Y | +18.0% | -15.9% | +33.9% | +17.8% |
| 5Y | +109.4% | -25.8% | +135.2% | +87.2% |
| All | +178.5% | +18.9% | +159.6% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling