+142.1%
WEC vs HIG
+315.0%
-172.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | -0.4% | -1.2% | +0.8% | -0.2% |
| 3M | -6.8% | +6.3% | -13.1% | -7.9% |
| 6M | -6.4% | +0.6% | -7.0% | -6.6% |
| YTD | +2.5% | +0.6% | +1.9% | +2.2% |
| 1Y | -0.4% | +6.1% | -6.5% | -1.7% |
| 3Y | +38.5% | +102.0% | -63.4% | +22.6% |
| 5Y | +31.7% | +119.2% | -87.5% | +14.5% |
| All | +142.1% | +315.0% | -172.9% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling