+2,468.3%
WEC vs EXEL
+353.7%
+2,114.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | +0.2% | +2.3% | -2.1% | +0.1% |
| 30D | +12.9% | +19.8% | -6.9% | +11.9% |
| 3M | +9.8% | +32.7% | -22.9% | +8.2% |
| 6M | +6.7% | +49.0% | -42.2% | +4.5% |
| YTD | +14.0% | +63.7% | -49.7% | +10.9% |
| 1Y | +7.3% | +75.8% | -68.4% | +4.0% |
| 3Y | +63.8% | +241.3% | -177.5% | +52.5% |
| 5Y | +54.8% | +289.0% | -234.3% | +42.4% |
| 10Y | +185.7% | +377.6% | -191.9% | +152.7% |
| All | +2,468.3% | +353.7% | +2,114.6% | +1,874.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling