+623.1%
HAS vs WCC
+1,412.6%
-789.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -0.2% | -14.7% | +14.5% | +3.0% |
| 30D | +31.0% | -20.1% | +51.1% | +36.7% |
| 3M | +30.7% | -21.2% | +51.8% | +36.2% |
| 6M | +23.9% | -19.2% | +43.1% | +27.4% |
| YTD | +48.3% | +20.2% | +28.1% | +38.9% |
| 1Y | +60.2% | +14.5% | +45.8% | +51.5% |
| 3Y | +189.2% | +115.1% | +74.1% | +130.1% |
| 5Y | +50.4% | +121.5% | -71.1% | +15.0% |
| 10Y | +104.2% | +468.1% | -363.9% | +18.0% |
| All | +623.1% | +1,412.6% | -789.5% | +184.0% |
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