+31.7%
WEC vs HALO
+157.2%
-125.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -3.4% | +2.1% | -1.0% |
| 30D | -0.4% | +4.3% | -4.7% | -0.7% |
| 3M | -6.8% | +51.8% | -58.6% | -10.0% |
| 6M | -6.4% | +57.8% | -64.2% | -10.0% |
| YTD | +2.5% | +59.0% | -56.5% | -1.6% |
| 1Y | -0.4% | +41.2% | -41.6% | -3.5% |
| 3Y | +38.5% | +177.8% | -139.3% | +24.0% |
| 5Y | +31.7% | +159.5% | -127.8% | +16.8% |
| All | +31.7% | +157.2% | -125.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 5y: compounded portfolio wealth divided by compounded HALO 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…
5y analysis · Full analysis span regression · 6 months rolling