+142.1%
WEC vs EXEL
+386.3%
-244.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | -1.3% | -2.9% | +1.6% | -1.1% |
| 30D | -0.4% | +11.9% | -12.3% | -0.9% |
| 3M | -6.8% | +9.2% | -16.0% | -7.2% |
| 6M | -6.4% | +39.1% | -45.5% | -7.8% |
| YTD | +2.5% | +31.0% | -28.5% | +1.2% |
| 1Y | -0.4% | +52.3% | -52.7% | -2.4% |
| 3Y | +38.5% | +159.7% | -121.2% | +32.1% |
| 5Y | +31.7% | +187.7% | -156.0% | +24.6% |
| All | +142.1% | +386.3% | -244.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling