+33.6%
WEC vs HDB
-35.4%
+69.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.3% | -2.8% | +1.5% | -1.1% |
| 3M | -3.9% | -3.5% | -0.4% | -3.8% |
| 6M | -8.3% | -24.7% | +16.4% | -6.0% |
| YTD | +3.1% | -36.6% | +39.6% | +7.4% |
| 1Y | +1.9% | -34.4% | +36.3% | +5.9% |
| 3Y | +41.9% | -24.4% | +66.3% | +44.5% |
| All | +33.6% | -35.4% | +69.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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