+72.8%
HCA vs WAB
+221.8%
-149.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +3.0% | -4.1% | +7.0% | +4.6% |
| 3M | +13.0% | +8.2% | +4.8% | +8.8% |
| 6M | -20.3% | +15.4% | -35.7% | -25.5% |
| YTD | -8.2% | +33.1% | -41.4% | -19.4% |
| 1Y | +6.7% | +48.1% | -41.4% | -11.0% |
| 3Y | +60.4% | +167.7% | -107.3% | -5.0% |
| All | +72.8% | +221.8% | -149.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling