+20.7%
EXE vs WU
-27.2%
+48.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -1.8% | -0.8% | -0.9% | -1.8% |
| 30D | +6.4% | -1.1% | +7.5% | +6.4% |
| 3M | +9.2% | -1.8% | +11.1% | +9.0% |
| 6M | -7.0% | -23.9% | +16.9% | -5.9% |
| YTD | -9.5% | -20.4% | +10.9% | -8.7% |
| 1Y | +6.2% | -10.6% | +16.8% | +5.8% |
| 3Y | +20.7% | -27.7% | +48.5% | +20.3% |
| All | +20.7% | -27.2% | +48.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling