+152.3%
HUM vs WEC
+146.6%
+5.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -0.6% | +2.6% | +2.3% |
| 30D | +5.4% | -2.6% | +8.0% | +6.3% |
| 3M | +11.4% | -6.0% | +17.4% | +13.7% |
| 6M | +141.5% | -5.4% | +146.9% | +144.8% |
| YTD | +61.2% | +2.5% | +58.7% | +58.6% |
| 1Y | +49.2% | -0.7% | +49.9% | +48.4% |
| 3Y | -9.0% | +38.7% | -47.8% | -21.0% |
| 5Y | +7.2% | +31.7% | -24.5% | -6.4% |
| All | +152.3% | +146.6% | +5.7% | +106.7% |
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 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