+4,455.0%
WEC vs EXPD
+30,870.6%
-26,415.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.7% |
| 7D | +3.2% | -4.8% | +8.0% | +3.7% |
| 30D | +14.7% | -1.5% | +16.2% | +14.8% |
| 3M | +10.2% | +4.1% | +6.1% | +9.7% |
| 6M | +4.5% | +24.0% | -19.5% | +1.9% |
| YTD | +15.1% | +27.4% | -12.3% | +11.5% |
| 1Y | +9.4% | +38.4% | -29.0% | +5.0% |
| 3Y | +56.9% | +73.2% | -16.3% | +46.0% |
| 5Y | +54.4% | +59.9% | -5.4% | +44.1% |
| 10Y | +183.5% | +319.9% | -136.4% | +138.3% |
| All | +4,455.0% | +30,870.6% | -26,415.5% | +3,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling