+621.7%
HPE vs WEC
+184.9%
+436.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -2.3% | -1.3% | -1.0% | -2.0% |
| 3M | -2.9% | -3.9% | +1.1% | -2.3% |
| 6M | +143.6% | -8.3% | +151.9% | +147.3% |
| YTD | +118.5% | +3.1% | +115.5% | +115.7% |
| 1Y | +129.2% | +1.9% | +127.3% | +126.5% |
| 3Y | +212.5% | +41.9% | +170.6% | +179.0% |
| 5Y | +286.9% | +30.8% | +256.1% | +250.8% |
| 10Y | +432.3% | +141.9% | +290.4% | +338.4% |
| All | +621.7% | +184.9% | +436.8% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling