+71.1%
HCA vs W
-63.9%
+135.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.1% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +2.4% | -5.6% | +7.9% | +2.8% |
| 3M | +13.0% | +41.9% | -28.9% | +8.9% |
| 6M | -21.4% | +30.2% | -51.6% | -24.1% |
| YTD | -9.5% | -2.9% | -6.5% | -10.6% |
| 1Y | +7.5% | +11.6% | -4.0% | +4.4% |
| 3Y | +57.6% | +37.0% | +20.6% | +44.2% |
| 5Y | +71.1% | -62.8% | +134.0% | +54.4% |
| All | +71.1% | -63.9% | +135.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling