+1,731.8%
HCA vs WAB
+972.7%
+759.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.6% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +1.9% | -4.6% | +6.4% | +3.9% |
| 3M | +12.7% | +5.6% | +7.1% | +9.2% |
| 6M | -22.3% | +13.8% | -36.2% | -27.5% |
| YTD | -9.3% | +31.9% | -41.2% | -21.0% |
| 1Y | +2.7% | +48.3% | -45.5% | -15.6% |
| 3Y | +57.8% | +167.1% | -109.3% | -4.4% |
| 5Y | +70.3% | +222.9% | -152.5% | -6.8% |
| 10Y | +499.7% | +289.9% | +209.7% | +168.7% |
| All | +1,731.8% | +972.7% | +759.1% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling