+173.5%
WEC vs EXPD
+304.0%
-130.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -0.2% | -7.2% | +7.0% | +1.4% |
| 30D | +12.3% | -3.3% | +15.6% | +13.0% |
| 3M | +8.3% | +3.4% | +4.9% | +7.2% |
| 6M | +3.5% | +22.7% | -19.2% | -1.6% |
| YTD | +12.7% | +24.5% | -11.8% | +5.9% |
| 1Y | +8.2% | +38.6% | -30.5% | -1.2% |
| 3Y | +55.9% | +71.5% | -15.6% | +32.2% |
| 5Y | +51.2% | +56.2% | -5.0% | +29.7% |
| All | +173.5% | +304.0% | -130.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling