+730.4%
EXPE vs WEC
+1,054.5%
-324.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -13.3% | +0.2% | -13.5% | -13.3% |
| 30D | -5.5% | +12.9% | -18.4% | -10.1% |
| 3M | -16.5% | +9.8% | -26.3% | -19.6% |
| 6M | +13.1% | +6.7% | +6.4% | +9.9% |
| YTD | -8.0% | +14.0% | -22.0% | -13.8% |
| 1Y | +1.1% | +7.3% | -6.2% | -2.9% |
| 3Y | +131.2% | +63.8% | +67.4% | +81.7% |
| 5Y | +39.8% | +54.8% | -15.0% | +10.0% |
| 10Y | +118.5% | +185.7% | -67.2% | +11.1% |
| All | +730.4% | +1,054.5% | -324.1% | +49.9% |
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