-37.7%
HL vs WEC
+7.7%
-45.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.5% |
| 7D | -11.1% | +2.3% | -13.4% | -10.3% |
| 30D | -12.1% | +11.1% | -23.1% | -6.8% |
| 3M | -26.1% | +8.4% | -34.5% | -23.6% |
| 6M | -37.7% | +7.5% | -45.2% | -34.4% |
| All | -37.7% | +7.7% | -45.5% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling