+185.9%
HALO vs WCC
+130.1%
+55.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.4% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | +5.3% | -2.1% | +7.4% | +5.5% |
| 3M | +51.6% | +3.8% | +47.7% | +49.7% |
| 6M | +61.3% | +35.0% | +26.3% | +50.9% |
| YTD | +59.3% | +46.4% | +12.9% | +46.7% |
| 1Y | +38.3% | +63.0% | -24.7% | +24.2% |
| 3Y | +185.9% | +133.9% | +51.9% | +104.7% |
| All | +185.9% | +130.1% | +55.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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