+71.1%
HCA vs WEC
+30.3%
+40.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.5% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +13.0% | -6.8% | +19.8% | +16.6% |
| 6M | -21.4% | -6.4% | -15.0% | -19.2% |
| YTD | -9.5% | +2.5% | -11.9% | -10.9% |
| 1Y | +7.5% | -0.4% | +7.9% | +7.3% |
| 3Y | +57.6% | +38.5% | +19.1% | +34.2% |
| 5Y | +71.1% | +31.7% | +39.4% | +47.8% |
| All | +71.1% | +30.3% | +40.8% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling