+33,321.4%
HD vs WEC
+4,360.7%
+28,960.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.0% |
| 7D | +4.3% | -0.2% | +4.5% | +4.5% |
| 30D | +20.2% | +12.3% | +7.9% | +14.7% |
| 3M | -1.0% | +8.3% | -9.3% | -4.2% |
| 6M | +7.9% | +3.5% | +4.4% | +6.3% |
| YTD | +2.0% | +12.7% | -10.7% | -3.1% |
| 1Y | -4.3% | +8.2% | -12.5% | -7.6% |
| 3Y | +25.9% | +55.9% | -29.9% | +3.7% |
| 5Y | +5.8% | +51.2% | -45.4% | -12.7% |
| 10Y | +262.5% | +177.6% | +84.9% | +125.7% |
| All | +33,321.4% | +4,360.7% | +28,960.7% | +5,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling