+197.9%
WEC vs HRB
+221.6%
-23.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +2.3% | -5.1% | +7.4% | +3.1% |
| 30D | +11.1% | +8.7% | +2.4% | +9.7% |
| 3M | +8.4% | -5.4% | +13.8% | +9.1% |
| 6M | +7.5% | +41.6% | -34.1% | +1.3% |
| YTD | +15.3% | +18.7% | -3.3% | +11.1% |
| 1Y | +9.7% | +16.4% | -6.7% | +5.9% |
| 3Y | +64.7% | +22.0% | +42.7% | +55.7% |
| 5Y | +57.3% | +141.2% | -84.0% | +29.9% |
| All | +197.9% | +221.6% | -23.7% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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