+91.1%
EXE vs WY
-22.2%
+113.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.1% | -4.2% | +1.0% | -2.1% |
| 30D | -0.9% | -10.1% | +9.2% | +1.8% |
| 3M | +9.6% | -8.5% | +18.1% | +11.7% |
| 6M | -11.6% | -3.3% | -8.3% | -11.7% |
| YTD | -12.6% | -4.4% | -8.2% | -12.9% |
| 1Y | +1.2% | -11.5% | +12.7% | +3.4% |
| 3Y | +18.0% | -24.3% | +42.4% | +25.3% |
| All | +91.1% | -22.2% | +113.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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