+3,978.4%
WEC vs HSY
+4,402.6%
-424.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | -1.3% | -2.8% | +1.5% | -0.6% |
| 3M | -3.9% | -4.5% | +0.6% | -3.0% |
| 6M | -8.3% | -24.2% | +15.9% | -1.6% |
| YTD | +3.1% | -2.7% | +5.8% | +3.0% |
| 1Y | +1.9% | -3.7% | +5.7% | +1.9% |
| 3Y | +41.9% | -11.5% | +53.4% | +43.3% |
| 5Y | +30.8% | +10.3% | +20.4% | +24.4% |
| 10Y | +141.9% | +122.1% | +19.8% | +92.5% |
| All | +3,978.4% | +4,402.6% | -424.2% | +1,765.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling