+2,036.5%
WEC vs HIG
+1,002.1%
+1,034.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -1.3% | -3.2% | +1.9% | -1.0% |
| 3M | -3.9% | +9.1% | -13.1% | -4.7% |
| 6M | -8.3% | -1.8% | -6.5% | -8.2% |
| YTD | +3.1% | +1.8% | +1.3% | +2.8% |
| 1Y | +1.9% | +4.6% | -2.6% | +1.4% |
| 3Y | +41.9% | +101.6% | -59.7% | +33.3% |
| 5Y | +30.8% | +124.5% | -93.7% | +21.4% |
| 10Y | +141.9% | +317.8% | -175.9% | +110.1% |
| All | +2,036.5% | +1,002.1% | +1,034.4% | +1,223.8% |
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