+58.2%
HCA vs WEC
+39.2%
+19.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +13.0% | -6.8% | +19.8% | +16.2% |
| 6M | -21.4% | -6.4% | -15.0% | -19.4% |
| YTD | -9.5% | +2.5% | -11.9% | -10.7% |
| 1Y | +7.5% | -0.4% | +7.9% | +7.4% |
| All | +58.2% | +39.2% | +19.0% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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