+856.4%
WEC vs HBM
+470.7%
+385.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | -1.3% | +0.7% | -0.5% |
| 30D | +12.0% | -14.8% | +26.8% | +12.5% |
| 3M | +11.1% | -20.7% | +31.8% | +11.8% |
| 6M | +6.0% | -13.9% | +19.9% | +6.0% |
| YTD | +14.3% | +10.6% | +3.7% | +13.0% |
| 1Y | +8.0% | +32.4% | -24.4% | +6.0% |
| 3Y | +62.8% | +432.0% | -369.2% | +49.6% |
| 5Y | +55.3% | +205.5% | -150.2% | +44.0% |
| 10Y | +193.2% | +291.1% | -98.0% | +153.8% |
| All | +856.4% | +470.7% | +385.7% | +702.2% |
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