+21.6%
EXE vs WEC
+42.4%
-20.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +8.5% | -1.3% | +9.7% | +8.7% |
| 3M | +5.5% | -3.9% | +9.4% | +6.2% |
| 6M | -5.9% | -8.3% | +2.4% | -4.3% |
| YTD | -9.7% | +3.1% | -12.8% | -10.7% |
| 1Y | +3.6% | +1.9% | +1.6% | +2.7% |
| All | +21.6% | +42.4% | -20.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling