+153.4%
EXE vs WU
-54.6%
+208.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | +5.3% | -2.0% | +7.4% | +5.6% |
| 30D | -2.2% | +11.4% | -13.6% | -4.0% |
| 3M | -5.9% | -6.8% | +0.9% | -5.0% |
| 6M | -5.7% | -14.6% | +8.9% | -3.9% |
| YTD | -17.8% | -20.6% | +2.8% | -15.3% |
| 1Y | -23.1% | -15.4% | -7.8% | -22.0% |
| 3Y | +21.2% | -23.6% | +44.8% | +23.4% |
| 5Y | +78.8% | -43.4% | +122.2% | +98.4% |
| All | +153.4% | -54.6% | +208.1% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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