+7.5%
HWM vs WEC
+8.0%
-0.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | +1.5% | +12.0% | -10.5% | +0.7% |
| 3M | -20.3% | +11.1% | -31.4% | -20.8% |
| 6M | -18.0% | +6.0% | -24.0% | -18.3% |
| YTD | +9.5% | +14.3% | -4.8% | +4.9% |
| 1Y | +7.5% | +8.0% | -0.5% | +4.7% |
| All | +7.5% | +8.0% | -0.6% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling