+1,729.1%
HCA vs WSM
+1,674.4%
+54.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +2.4% | -10.7% | +13.1% | +5.4% |
| 3M | +13.0% | +8.5% | +4.6% | +10.3% |
| 6M | -21.4% | +19.6% | -41.0% | -25.5% |
| YTD | -9.5% | +26.6% | -36.1% | -15.9% |
| 1Y | +7.5% | +12.0% | -4.4% | +2.8% |
| 3Y | +57.6% | +226.6% | -169.1% | +2.5% |
| 5Y | +71.1% | +174.1% | -103.0% | +11.6% |
| 10Y | +498.8% | +1,052.9% | -554.2% | +108.8% |
| All | +1,729.1% | +1,674.4% | +54.7% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling