+571.9%
HPE vs WEC
+218.9%
+353.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | +7.9% | +2.3% | +5.5% | +7.4% |
| 30D | -23.5% | +11.1% | -34.5% | -25.3% |
| 3M | -19.1% | +8.4% | -27.5% | -20.6% |
| 6M | +51.4% | +7.5% | +43.9% | +48.3% |
| YTD | +103.4% | +15.3% | +88.1% | +95.7% |
| 1Y | +114.4% | +9.7% | +104.7% | +108.6% |
| 3Y | +224.7% | +64.7% | +160.0% | +179.7% |
| 5Y | +277.8% | +57.3% | +220.5% | +227.0% |
| 10Y | +371.1% | +195.9% | +175.2% | +272.4% |
| All | +571.9% | +218.9% | +353.0% | +363.4% |
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 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