+3,978.4%
WEC vs HRB
+3,357.9%
+620.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | -0.3% | -5.7% | +5.4% | +0.6% |
| 30D | -1.3% | +7.9% | -9.2% | -2.6% |
| 3M | -3.9% | +32.1% | -36.0% | -8.1% |
| 6M | -8.3% | +62.2% | -70.6% | -15.6% |
| YTD | +3.1% | +16.4% | -13.3% | -0.6% |
| 1Y | +1.9% | -0.3% | +2.2% | +0.5% |
| 3Y | +41.9% | +36.0% | +5.9% | +32.1% |
| 5Y | +30.8% | +125.2% | -94.4% | +11.3% |
| 10Y | +141.9% | +237.7% | -95.7% | +84.7% |
| All | +3,978.4% | +3,357.9% | +620.5% | +1,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling