+762.6%
WEC vs HBM
+613.3%
+149.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.3% | -6.4% | +6.1% | 0.0% |
| 30D | -1.3% | +5.9% | -7.2% | -1.5% |
| 3M | -3.9% | -8.9% | +5.0% | -3.8% |
| 6M | -8.3% | +10.7% | -19.0% | -9.1% |
| YTD | +3.1% | +38.3% | -35.2% | +1.2% |
| 1Y | +1.9% | +121.3% | -119.4% | -1.8% |
| 3Y | +41.9% | +450.6% | -408.7% | +30.5% |
| 5Y | +30.8% | +338.0% | -307.2% | +19.8% |
| 10Y | +141.9% | +578.6% | -436.7% | +104.7% |
| All | +762.6% | +613.3% | +149.2% | +618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling