+57.8%
WEC vs EXPD
+59.2%
-1.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.9% |
| 7D | +3.2% | -4.8% | +8.0% | +3.9% |
| 30D | +14.7% | -1.5% | +16.2% | +14.8% |
| 3M | +10.2% | +4.1% | +6.1% | +9.4% |
| 6M | +4.5% | +24.0% | -19.5% | +0.6% |
| YTD | +15.1% | +27.4% | -12.3% | +9.6% |
| 1Y | +9.4% | +38.4% | -29.0% | +2.4% |
| 3Y | +56.9% | +73.2% | -16.3% | +37.8% |
| All | +57.8% | +59.2% | -1.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling