+59.2%
WEC vs EXPD
+72.7%
-13.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.5% |
| 7D | +3.2% | -4.8% | +8.0% | +3.5% |
| 30D | +14.7% | -1.5% | +16.2% | +14.7% |
| 3M | +10.2% | +4.1% | +6.1% | +9.8% |
| 6M | +4.5% | +24.0% | -19.5% | +2.6% |
| YTD | +15.1% | +27.4% | -12.3% | +12.2% |
| 1Y | +9.4% | +38.4% | -29.0% | +5.5% |
| All | +59.2% | +72.7% | -13.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling