+1,573.3%
HWM vs WEC
+148.0%
+1,425.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.1% | -11.8% | -11.1% |
| 7D | -9.2% | +0.8% | -10.0% | -9.5% |
| 30D | -17.9% | +0.3% | -18.2% | -18.0% |
| 3M | -6.0% | -2.9% | -3.1% | -5.2% |
| 6M | -7.4% | -5.9% | -1.4% | -5.6% |
| YTD | +13.1% | +4.1% | +8.9% | +10.8% |
| 1Y | +29.3% | +3.1% | +26.2% | +27.0% |
| 3Y | +389.9% | +40.8% | +349.1% | +320.0% |
| 5Y | +655.5% | +31.7% | +623.8% | +558.2% |
| All | +1,573.3% | +148.0% | +1,425.3% | +1,246.6% |
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