+72.8%
HCA vs WCN
+24.9%
+47.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -3.1% | +8.5% | +6.9% |
| 30D | +3.0% | -3.4% | +6.4% | +4.6% |
| 3M | +13.0% | +3.0% | +10.1% | +11.5% |
| 6M | -20.3% | -3.8% | -16.5% | -19.1% |
| YTD | -8.2% | -8.3% | +0.1% | -5.1% |
| 1Y | +6.7% | -9.7% | +16.4% | +11.0% |
| 3Y | +60.4% | +17.2% | +43.2% | +42.1% |
| All | +72.8% | +24.9% | +47.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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