+31.7%
WEC vs EXEL
+195.7%
-164.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | -2.9% | +11.5% | -14.4% | -3.8% |
| 6M | -5.9% | +38.8% | -44.7% | -8.4% |
| YTD | +4.1% | +31.6% | -27.4% | +1.7% |
| 1Y | +3.1% | +53.0% | -49.9% | -0.8% |
| 3Y | +40.8% | +160.8% | -120.1% | +26.9% |
| 5Y | +31.7% | +190.1% | -158.4% | +18.7% |
| All | +31.7% | +195.7% | -164.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling