+20.7%
EXE vs WWD
+164.2%
-143.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +6.4% | -6.4% | +12.8% | +7.0% |
| 3M | +9.2% | -5.6% | +14.9% | +9.2% |
| 6M | -7.0% | -9.1% | +2.1% | -6.9% |
| YTD | -9.5% | +12.5% | -22.0% | -13.4% |
| 1Y | +6.2% | +41.3% | -35.1% | -4.1% |
| 3Y | +20.7% | +170.2% | -149.5% | -7.4% |
| All | +20.7% | +164.2% | -143.4% | -7.4% |
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