+2,291.1%
WEC vs HIG
+995.0%
+1,296.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +2.3% | +2.6% | -0.3% | +2.1% |
| 30D | +11.1% | +4.2% | +6.9% | +10.7% |
| 3M | +8.4% | +0.2% | +8.2% | +8.4% |
| 6M | +7.5% | +4.6% | +2.9% | +7.0% |
| YTD | +15.3% | +1.1% | +14.2% | +15.1% |
| 1Y | +9.7% | +4.7% | +5.0% | +9.2% |
| 3Y | +64.7% | +95.5% | -30.8% | +55.1% |
| 5Y | +57.3% | +111.7% | -54.4% | +46.8% |
| 10Y | +195.9% | +263.4% | -67.5% | +159.8% |
| All | +2,291.1% | +995.0% | +1,296.1% | +1,382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling