+196.7%
EXC vs WEC
+195.5%
+1.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +1.5% | -0.1% | +0.2% |
| 30D | +8.6% | +10.2% | -1.6% | +0.7% |
| 3M | +2.4% | +7.6% | -5.2% | -3.3% |
| 6M | +6.5% | +6.6% | -0.2% | +1.3% |
| YTD | +9.0% | +14.4% | -5.4% | -2.0% |
| 1Y | +4.6% | +8.8% | -4.3% | -2.2% |
| 3Y | +33.5% | +63.3% | -29.8% | -9.0% |
| 5Y | +41.4% | +56.0% | -14.6% | -0.5% |
| All | +196.7% | +195.5% | +1.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling