+31.2%
WEC vs HRB
+104.8%
-73.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.4% | -10.6% | +11.0% | +1.5% |
| 30D | +0.9% | -0.8% | +1.7% | +0.8% |
| 3M | -5.3% | +19.1% | -24.4% | -7.4% |
| 6M | -6.6% | +48.7% | -55.3% | -11.1% |
| YTD | +3.3% | +7.1% | -3.8% | +2.5% |
| 1Y | +2.1% | -8.3% | +10.4% | +3.6% |
| 3Y | +39.6% | +25.8% | +13.7% | +33.2% |
| 5Y | +31.2% | +111.1% | -79.9% | +18.6% |
| All | +31.2% | +104.8% | -73.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling