+2,448.5%
HALO vs WCC
+2,378.2%
+70.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.6% |
| 7D | +0.5% | +8.5% | -7.9% | -2.4% |
| 30D | +5.0% | -1.0% | +6.0% | +5.1% |
| 3M | +53.1% | +2.1% | +51.0% | +49.5% |
| 6M | +60.8% | +36.8% | +23.9% | +39.6% |
| YTD | +60.9% | +47.7% | +13.2% | +35.3% |
| 1Y | +42.8% | +66.5% | -23.7% | +13.6% |
| 3Y | +181.3% | +134.2% | +47.1% | +81.9% |
| 5Y | +157.6% | +231.6% | -74.1% | +35.3% |
| 10Y | +910.4% | +508.1% | +402.2% | +253.1% |
| All | +2,448.5% | +2,378.2% | +70.2% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling