+23,761.0%
PH vs WEC
+3,978.4%
+19,782.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -3.2% | -1.3% | -2.0% | -2.8% |
| 3M | +10.6% | -3.9% | +14.5% | +12.2% |
| 6M | -2.1% | -8.3% | +6.2% | +1.0% |
| YTD | +10.2% | +3.1% | +7.1% | +8.4% |
| 1Y | +28.2% | +1.9% | +26.3% | +26.4% |
| 3Y | +134.9% | +41.9% | +93.0% | +98.9% |
| 5Y | +253.6% | +30.8% | +222.9% | +205.7% |
| 10Y | +804.7% | +141.9% | +662.8% | +472.7% |
| All | +23,761.0% | +3,978.4% | +19,782.6% | +5,497.4% |
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