+101.9%
HAS vs WCC
+492.1%
-390.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | -0.5% |
| 7D | +2.2% | -5.7% | +7.9% | +3.3% |
| 30D | +29.6% | -13.5% | +43.0% | +33.6% |
| 3M | +30.3% | -12.9% | +43.1% | +33.4% |
| 6M | +25.6% | -10.7% | +36.3% | +26.4% |
| YTD | +50.8% | +30.0% | +20.8% | +34.8% |
| 1Y | +63.0% | +24.7% | +38.3% | +47.3% |
| 3Y | +211.6% | +136.6% | +75.0% | +120.8% |
| 5Y | +50.4% | +143.9% | -93.5% | -0.2% |
| 10Y | +101.9% | +465.9% | -364.0% | -14.5% |
| All | +101.9% | +492.1% | -390.2% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling