+20.4%
HON vs WEC
+41.5%
-21.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | -15.2% | +0.3% | -15.5% | -15.3% |
| 3M | -6.0% | -2.9% | -3.0% | -5.1% |
| 6M | -14.9% | -5.9% | -9.0% | -13.3% |
| YTD | +3.2% | +4.1% | -1.0% | +1.8% |
| 1Y | 0.0% | +3.1% | -3.1% | -1.4% |
| All | +20.4% | +41.5% | -21.1% | +6.9% |
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