+185.7%
WEC vs HAS
+106.1%
+79.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +0.2% | +2.2% | -1.9% | -0.1% |
| 30D | +12.9% | +29.6% | -16.6% | +9.1% |
| 3M | +9.8% | +30.3% | -20.5% | +6.0% |
| 6M | +6.7% | +25.6% | -18.9% | +3.3% |
| YTD | +14.0% | +50.8% | -36.9% | +7.4% |
| 1Y | +7.3% | +63.0% | -55.7% | 0.0% |
| 3Y | +63.8% | +211.6% | -147.8% | +37.3% |
| 5Y | +54.8% | +50.4% | +4.4% | +42.3% |
| 10Y | +185.7% | +101.9% | +83.8% | +137.1% |
| All | +185.7% | +106.1% | +79.6% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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