+174.8%
EXE vs WTW
+47.8%
+127.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | -2.7% | -7.1% | +4.4% | -1.0% |
| 30D | -0.4% | -8.5% | +8.2% | +1.8% |
| 3M | +9.5% | +20.6% | -11.1% | +3.8% |
| 6M | -9.3% | +7.2% | -16.6% | -11.6% |
| YTD | -10.9% | -3.9% | -7.0% | -10.5% |
| 1Y | +4.3% | -3.6% | +7.9% | +4.5% |
| 3Y | +18.8% | +60.7% | -41.9% | +0.1% |
| 5Y | +101.4% | +42.2% | +59.3% | +73.6% |
| All | +174.8% | +47.8% | +127.0% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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