+4.8%
HUM vs WEC
+30.3%
-25.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | +7.5% | -0.4% | +7.9% | +7.6% |
| 3M | +10.2% | -6.8% | +17.0% | +11.8% |
| 6M | +132.5% | -6.4% | +138.9% | +135.0% |
| YTD | +57.6% | +2.5% | +55.1% | +55.6% |
| 1Y | +48.6% | -0.4% | +49.0% | +47.8% |
| 3Y | -11.2% | +38.5% | -49.7% | -19.3% |
| 5Y | +4.8% | +31.7% | -26.9% | -6.2% |
| All | +4.8% | +30.3% | -25.5% | -6.2% |
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