+103.6%
EXE vs WWD
+192.1%
-88.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +6.4% | -6.4% | +12.8% | +7.7% |
| 3M | +9.2% | -5.6% | +14.9% | +9.6% |
| 6M | -7.0% | -9.1% | +2.1% | -6.6% |
| YTD | -9.5% | +12.5% | -22.0% | -14.7% |
| 1Y | +6.2% | +41.3% | -35.1% | -7.1% |
| 3Y | +20.7% | +170.2% | -149.5% | -16.6% |
| 5Y | +103.6% | +192.5% | -88.9% | +26.0% |
| All | +103.6% | +192.1% | -88.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling