+865.3%
WEC vs HBM
+456.2%
+409.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | +11.1% | -11.8% | +22.9% | +11.5% |
| 3M | +8.4% | -19.2% | +27.7% | +9.1% |
| 6M | +7.5% | -22.9% | +30.4% | +8.0% |
| YTD | +15.3% | +7.8% | +7.5% | +14.1% |
| 1Y | +9.7% | +34.9% | -25.2% | +7.6% |
| 3Y | +64.7% | +422.2% | -357.5% | +51.3% |
| 5Y | +57.3% | +192.8% | -135.6% | +46.1% |
| 10Y | +195.9% | +281.1% | -85.3% | +156.4% |
| All | +865.3% | +456.2% | +409.2% | +710.3% |
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