+498.2%
HCA vs WSM
+1,071.8%
-573.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +3.0% | -7.7% | +10.7% | +5.1% |
| 3M | +13.0% | +3.8% | +9.3% | +11.7% |
| 6M | -20.3% | +22.7% | -42.9% | -24.8% |
| YTD | -8.2% | +28.0% | -36.2% | -14.8% |
| 1Y | +6.7% | +12.7% | -6.0% | +2.0% |
| 3Y | +60.4% | +231.3% | -170.9% | +4.1% |
| 5Y | +73.4% | +177.2% | -103.7% | +13.2% |
| All | +498.2% | +1,071.8% | -573.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling