+153.4%
EXE vs WEC
+66.8%
+86.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +5.3% | +2.3% | +3.0% | +4.8% |
| 30D | -2.2% | +11.1% | -13.3% | -4.5% |
| 3M | -5.9% | +8.4% | -14.3% | -7.7% |
| 6M | -5.7% | +7.5% | -13.2% | -7.4% |
| YTD | -17.8% | +15.3% | -33.2% | -20.8% |
| 1Y | -23.1% | +9.7% | -32.9% | -25.0% |
| 3Y | +21.2% | +64.7% | -43.5% | +6.4% |
| 5Y | +78.8% | +57.3% | +21.6% | +68.1% |
| All | +153.4% | +66.8% | +86.6% | +146.5% |
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