+31.2%
WEC vs HBM
+392.2%
-361.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +0.4% | +5.5% | -5.1% | +0.2% |
| 30D | +0.9% | +3.3% | -2.4% | +0.8% |
| 3M | -5.3% | +12.7% | -18.0% | -5.8% |
| 6M | -6.6% | +28.2% | -34.8% | -7.9% |
| YTD | +3.3% | +45.3% | -42.0% | +1.1% |
| 1Y | +2.1% | +121.7% | -119.6% | -2.1% |
| 3Y | +39.6% | +523.5% | -483.9% | +23.4% |
| 5Y | +31.2% | +393.9% | -362.7% | +17.7% |
| All | +31.2% | +392.2% | -361.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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