+144.5%
EXE vs WEC
+64.8%
+79.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | -2.6% | +12.9% | -15.5% | -5.3% |
| 3M | -6.9% | +9.8% | -16.6% | -8.9% |
| 6M | -9.3% | +6.7% | -16.1% | -10.8% |
| YTD | -20.7% | +14.0% | -34.7% | -23.4% |
| 1Y | -21.8% | +7.3% | -29.2% | -23.4% |
| 3Y | +16.2% | +63.8% | -47.6% | +2.1% |
| 5Y | +61.1% | +54.8% | +6.3% | +51.7% |
| All | +144.5% | +64.8% | +79.7% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling