-18.9%
EXE vs WEC
+9.7%
-28.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.3% | -3.1% |
| 7D | -4.7% | +6.9% | -11.5% | -5.4% |
| 30D | +1.0% | +16.6% | -15.6% | -0.9% |
| 3M | -5.6% | +9.1% | -14.7% | -6.8% |
| 6M | -12.3% | +3.2% | -15.5% | -12.9% |
| YTD | -19.5% | +14.9% | -34.4% | -22.3% |
| 1Y | -18.9% | +9.2% | -28.1% | -19.8% |
| All | -18.9% | +9.7% | -28.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling