+876.3%
HALO vs WCN
+235.9%
+640.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -1.4% |
| 30D | +5.3% | -3.4% | +8.7% | +6.8% |
| 3M | +51.6% | +3.0% | +48.6% | +49.4% |
| 6M | +61.3% | -3.8% | +65.0% | +62.8% |
| YTD | +59.3% | -8.3% | +67.6% | +63.6% |
| 1Y | +38.3% | -9.7% | +48.0% | +42.7% |
| 3Y | +185.9% | +17.2% | +168.7% | +159.6% |
| 5Y | +159.9% | +25.3% | +134.7% | +125.1% |
| All | +876.3% | +235.9% | +640.4% | +497.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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