+40.8%
WEC vs EXEL
+160.6%
-119.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +0.3% | +6.7% | -6.3% | -0.1% |
| 3M | -2.9% | +11.5% | -14.4% | -3.7% |
| 6M | -5.9% | +38.8% | -44.7% | -8.1% |
| YTD | +4.1% | +31.6% | -27.4% | +2.1% |
| 1Y | +3.1% | +53.0% | -49.9% | -0.3% |
| 3Y | +40.8% | +160.8% | -120.1% | +24.1% |
| All | +40.8% | +160.6% | -119.8% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling