+3,978.4%
WEC vs EXPD
+30,859.1%
-26,880.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -0.3% | -1.1% | +0.9% | -0.1% |
| 30D | -1.3% | +4.1% | -5.4% | -1.7% |
| 3M | -3.9% | +17.9% | -21.8% | -5.7% |
| 6M | -8.3% | +29.2% | -37.5% | -11.0% |
| YTD | +3.1% | +27.4% | -24.3% | -0.1% |
| 1Y | +1.9% | +56.8% | -54.9% | -3.6% |
| 3Y | +41.9% | +68.0% | -26.1% | +32.5% |
| 5Y | +30.8% | +61.9% | -31.1% | +21.9% |
| 10Y | +141.9% | +316.0% | -174.1% | +103.7% |
| All | +3,978.4% | +30,859.1% | -26,880.7% | +2,822.9% |
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