+6.7%
HCA vs WAB
+49.7%
-43.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +3.0% | -4.1% | +7.0% | +3.8% |
| 3M | +13.0% | +8.2% | +4.8% | +10.9% |
| 6M | -20.3% | +15.4% | -35.7% | -22.6% |
| YTD | -8.2% | +33.1% | -41.4% | -12.1% |
| 1Y | +6.7% | +48.1% | -41.4% | +0.5% |
| All | +6.7% | +49.7% | -43.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling