+52.0%
WEC vs EXEL
+283.4%
-231.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | +12.8% | +17.9% | -5.1% | +11.4% |
| 3M | +11.2% | +33.3% | -22.0% | +8.8% |
| 6M | +6.6% | +46.6% | -39.9% | +3.4% |
| YTD | +13.8% | +61.0% | -47.2% | +9.4% |
| 1Y | +7.6% | +70.4% | -62.8% | +2.9% |
| 3Y | +62.2% | +236.1% | -173.9% | +42.8% |
| 5Y | +52.0% | +284.8% | -232.9% | +29.9% |
| All | +52.0% | +283.4% | -231.4% | +29.9% |
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