+103.6%
EXE vs WEC
+34.9%
+68.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +6.4% | +0.3% | +6.1% | +6.2% |
| 3M | +9.2% | -2.9% | +12.2% | +10.0% |
| 6M | -7.0% | -5.9% | -1.1% | -5.6% |
| YTD | -9.5% | +4.1% | -13.6% | -10.9% |
| 1Y | +6.2% | +3.1% | +3.1% | +4.7% |
| 3Y | +20.7% | +40.8% | -20.0% | +7.1% |
| 5Y | +103.6% | +31.7% | +71.9% | +78.1% |
| All | +103.6% | +34.9% | +68.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling