+489.7%
HPE vs WEC
+146.6%
+343.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | +1.5% | -0.4% | +1.9% | +1.7% |
| 3M | +21.7% | -6.8% | +28.5% | +23.4% |
| 6M | +164.2% | -6.4% | +170.6% | +166.9% |
| YTD | +132.1% | +2.5% | +129.6% | +129.3% |
| 1Y | +130.6% | -0.4% | +131.0% | +129.2% |
| 3Y | +244.1% | +38.5% | +205.6% | +208.1% |
| 5Y | +340.8% | +31.7% | +309.1% | +297.0% |
| All | +489.7% | +146.6% | +343.1% | +396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling