+195.2%
WEC vs EXEL
+325.9%
-130.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.7% | +1.6% | -2.4% | -0.8% |
| 30D | +11.0% | +17.4% | -6.4% | +10.1% |
| 3M | +8.6% | +38.6% | -30.0% | +6.8% |
| 6M | +6.2% | +41.2% | -35.0% | +4.2% |
| YTD | +14.3% | +59.3% | -45.1% | +11.4% |
| 1Y | +8.4% | +60.2% | -51.8% | +5.6% |
| 3Y | +62.9% | +232.6% | -169.7% | +52.0% |
| 5Y | +55.8% | +285.9% | -230.0% | +43.8% |
| All | +195.2% | +325.9% | -130.7% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling