+108.4%
HCA vs WM
+59.1%
+49.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.5% |
| 7D | +4.6% | +1.2% | +3.4% | +4.1% |
| 30D | +12.7% | +13.1% | -0.4% | +6.5% |
| 3M | +21.3% | +3.6% | +17.7% | +19.1% |
| 6M | +15.7% | +8.1% | +7.6% | +11.4% |
| YTD | +6.6% | +8.9% | -2.3% | +1.9% |
| 1Y | +5.7% | +20.3% | -14.6% | -3.7% |
| 3Y | +119.2% | +46.2% | +73.1% | +73.3% |
| All | +108.4% | +59.1% | +49.3% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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