+142.1%
WEC vs HSY
+130.0%
+12.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -0.4% | -3.4% | +3.1% | +0.9% |
| 3M | -6.8% | -0.5% | -6.3% | -7.0% |
| 6M | -6.4% | -19.1% | +12.8% | +1.2% |
| YTD | +2.5% | -2.1% | +4.6% | +1.7% |
| 1Y | -0.4% | -3.2% | +2.8% | -1.1% |
| 3Y | +38.5% | -8.8% | +47.3% | +38.4% |
| 5Y | +31.7% | +13.0% | +18.7% | +17.2% |
| All | +142.1% | +130.0% | +12.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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