-4.3%
HD vs WEC
+6.8%
-11.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -0.8% |
| 7D | +4.3% | -0.2% | +4.5% | +4.5% |
| 30D | +20.2% | +12.3% | +7.9% | +14.8% |
| 3M | -1.0% | +8.3% | -9.3% | -4.3% |
| 6M | +7.9% | +3.5% | +4.4% | +6.3% |
| YTD | +2.0% | +12.7% | -10.7% | -2.5% |
| 1Y | -4.3% | +8.2% | -12.5% | -7.0% |
| All | -4.3% | +6.8% | -11.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling