+174.8%
EXE vs WEC
+49.4%
+125.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -0.4% | +0.9% | -1.3% | -0.6% |
| 3M | +9.5% | -5.3% | +14.8% | +10.8% |
| 6M | -9.3% | -6.6% | -2.8% | -8.1% |
| YTD | -10.9% | +3.3% | -14.2% | -11.9% |
| 1Y | +4.3% | +2.1% | +2.2% | +3.4% |
| 3Y | +18.8% | +39.6% | -20.8% | +8.5% |
| 5Y | +101.4% | +31.2% | +70.2% | +91.4% |
| All | +174.8% | +49.4% | +125.5% | +174.2% |
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