+2.1%
WEC vs EXEL
+54.7%
-52.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +0.9% | +10.1% | -9.2% | +0.8% |
| 3M | -5.3% | +10.1% | -15.4% | -5.4% |
| 6M | -6.6% | +37.7% | -44.2% | -6.7% |
| YTD | +3.3% | +33.1% | -29.8% | +3.1% |
| 1Y | +2.1% | +52.4% | -50.3% | +2.5% |
| All | +2.1% | +54.7% | -52.6% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling