+193.2%
WEC vs EXPD
+337.7%
-144.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | +12.0% | +0.6% | +11.4% | +11.7% |
| 3M | +11.1% | +9.8% | +1.3% | +8.5% |
| 6M | +6.0% | +25.8% | -19.8% | +0.2% |
| YTD | +14.3% | +31.3% | -17.0% | +6.1% |
| 1Y | +8.0% | +40.9% | -32.9% | -1.7% |
| 3Y | +62.8% | +74.7% | -11.9% | +37.8% |
| 5Y | +55.3% | +62.9% | -7.6% | +32.0% |
| 10Y | +193.2% | +334.3% | -141.2% | +91.6% |
| All | +193.2% | +337.7% | -144.6% | +91.6% |
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