+362.8%
HPE vs WEC
+30.7%
+332.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +5.2% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +7.7% | +0.9% | +6.8% | +7.7% |
| 3M | +22.4% | -5.3% | +27.7% | +22.5% |
| 6M | +172.6% | -6.6% | +179.2% | +173.1% |
| YTD | +147.5% | +3.3% | +144.3% | +145.4% |
| 1Y | +151.8% | +2.1% | +149.7% | +149.8% |
| 3Y | +267.1% | +39.6% | +227.5% | +242.5% |
| 5Y | +362.8% | +31.2% | +331.6% | +315.4% |
| All | +362.8% | +30.7% | +332.1% | +315.4% |
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 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