+20.5%
EXE vs WWD
+154.7%
-134.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.5% | +3.7% | -2.2% | +1.2% |
| 30D | -0.2% | +1.8% | -2.0% | -0.4% |
| 3M | -9.2% | -5.0% | -4.3% | -8.9% |
| 6M | -7.2% | -8.4% | +1.2% | -7.0% |
| YTD | -18.3% | +12.3% | -30.6% | -21.8% |
| 1Y | -23.6% | +26.2% | -49.9% | -28.9% |
| All | +20.5% | +154.7% | -134.2% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling