+1,773.8%
HWM vs WEC
+145.4%
+1,628.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.0% | -1.3% | -9.7% | -10.6% |
| 3M | +4.0% | -3.9% | +8.0% | +5.4% |
| 6M | -0.2% | -8.3% | +8.1% | +2.7% |
| YTD | +26.7% | +3.1% | +23.6% | +24.6% |
| 1Y | +44.7% | +1.9% | +42.8% | +42.8% |
| 3Y | +426.1% | +41.9% | +384.2% | +349.4% |
| 5Y | +738.5% | +30.8% | +707.7% | +632.3% |
| All | +1,773.8% | +145.4% | +1,628.4% | +1,414.6% |
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 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