While the (previously) accepted answer was correct, in the intervening years the industry has gone ahead by leaps and bounds... Two very good open-source and extremely actively developed options are
- Proton Native. Works with React Native components and does not use Electron (see above), which makes generated apps therefore more "lightweight" than the ones generated by Electron. Uses libui under the hood.
I am not taking exe literaly, but you can setup a desktop application with node-webkit which will basicaly run your webapp localy in a webkit browser. see http://strongloop.com/strongblog/creating-desktop-applications-with-node-webkit/
I'm working on a thing like this right as we speak - meanwhile, ZZEE and ExeOutput are probably your best option. But if you're (or whoever is) interested in my pet project, just drop me a mail to business at deneskellner dot com and I'll get back to you when it's out for testing.