+159.5%
HALO vs WCC
+211.6%
-52.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | +4.3% | -6.1% | +10.3% | +5.4% |
| 3M | +51.8% | +3.1% | +48.7% | +49.4% |
| 6M | +57.8% | +28.2% | +29.6% | +46.8% |
| YTD | +59.0% | +41.1% | +17.9% | +44.3% |
| 1Y | +41.2% | +61.3% | -20.1% | +23.4% |
| 3Y | +177.8% | +123.6% | +54.2% | +111.8% |
| 5Y | +159.5% | +214.8% | -55.3% | +70.7% |
| All | +159.5% | +211.6% | -52.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling