+56.9%
HAS vs WCC
+498.7%
-441.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.6% |
| 7D | -1.8% | +4.5% | -6.3% | -3.0% |
| 30D | +2.3% | -5.8% | +8.1% | +3.7% |
| 3M | +10.4% | -3.7% | +14.0% | +10.5% |
| 6M | -3.2% | +23.1% | -26.3% | -10.5% |
| YTD | +15.4% | +44.2% | -28.7% | +1.5% |
| 1Y | +18.8% | +62.1% | -43.3% | +0.4% |
| 3Y | +43.9% | +121.1% | -77.2% | +5.4% |
| 5Y | +13.9% | +214.0% | -200.1% | -29.0% |
| All | +56.9% | +498.7% | -441.8% | -34.5% |
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