+116.4%
HPE vs WEC
+9.7%
+106.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -4.5% |
| 7D | -17.0% | +6.9% | -23.9% | -14.4% |
| 30D | -26.7% | +16.6% | -43.3% | -22.5% |
| 3M | -4.1% | +9.1% | -13.2% | -0.6% |
| 6M | +75.4% | +3.2% | +72.2% | +77.4% |
| YTD | +111.0% | +14.9% | +96.1% | +122.5% |
| 1Y | +116.4% | +9.2% | +107.3% | +123.8% |
| All | +116.4% | +9.7% | +106.8% | +123.8% |
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 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