+5,600.3%
HUM vs WEC
+4,021.5%
+1,578.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +4.7% | +0.3% | +4.4% | +4.5% |
| 3M | +13.5% | -2.9% | +16.4% | +14.7% |
| 6M | +126.7% | -5.9% | +132.6% | +130.8% |
| YTD | +58.5% | +4.1% | +54.4% | +54.8% |
| 1Y | +31.7% | +3.1% | +28.6% | +29.1% |
| 3Y | -10.6% | +40.8% | -51.4% | -23.9% |
| 5Y | +2.5% | +31.7% | -29.2% | -11.6% |
| 10Y | +148.7% | +141.1% | +7.6% | +61.7% |
| All | +5,600.3% | +4,021.5% | +1,578.8% | +1,039.9% |
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