+39.8%
WEC vs HRB
+25.9%
+13.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +0.4% | -10.6% | +11.0% | +1.0% |
| 30D | +0.9% | -0.8% | +1.7% | +0.8% |
| 3M | -5.3% | +19.1% | -24.4% | -6.5% |
| 6M | -6.6% | +48.7% | -55.3% | -9.1% |
| YTD | +3.3% | +7.1% | -3.8% | +3.9% |
| 1Y | +2.1% | -8.3% | +10.4% | +4.8% |
| All | +39.8% | +25.9% | +13.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling