+152.1%
EXE vs WWD
+203.7%
-51.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +1.5% | +3.7% | -2.2% | +0.7% |
| 30D | -0.2% | +1.8% | -2.0% | -0.7% |
| 3M | -9.2% | -5.0% | -4.3% | -8.6% |
| 6M | -7.2% | -8.4% | +1.2% | -6.6% |
| YTD | -18.3% | +12.3% | -30.6% | -23.2% |
| 1Y | -23.6% | +26.2% | -49.9% | -31.0% |
| 3Y | +21.9% | +154.6% | -132.6% | -14.3% |
| 5Y | +73.7% | +195.3% | -121.6% | +9.3% |
| All | +152.1% | +203.7% | -51.6% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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