+261.0%
HPE vs WEC
+53.2%
+207.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | -28.6% | +12.0% | -40.5% | -29.0% |
| 3M | -7.4% | +11.1% | -18.4% | -7.8% |
| 6M | +63.7% | +6.0% | +57.7% | +62.8% |
| YTD | +111.7% | +14.3% | +97.4% | +108.8% |
| 1Y | +123.5% | +8.0% | +115.5% | +121.8% |
| 3Y | +238.7% | +62.8% | +175.8% | +208.1% |
| 5Y | +261.0% | +55.3% | +205.7% | +220.9% |
| All | +261.0% | +53.2% | +207.9% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling