+498.2%
HCA vs W
+158.6%
+339.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | +3.0% | -4.2% | +7.2% | +3.3% |
| 3M | +13.0% | +26.9% | -13.9% | +9.1% |
| 6M | -20.3% | +31.2% | -51.5% | -23.8% |
| YTD | -8.2% | -1.8% | -6.4% | -9.9% |
| 1Y | +6.7% | +9.3% | -2.6% | +2.9% |
| 3Y | +60.4% | +33.2% | +27.2% | +43.6% |
| 5Y | +73.4% | -62.4% | +135.9% | +64.8% |
| All | +498.2% | +158.6% | +339.6% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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