+72.8%
HCA vs WWD
+184.1%
-111.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +5.4% | -2.6% | +8.0% | +6.1% |
| 30D | +3.0% | -6.9% | +9.9% | +4.7% |
| 3M | +13.0% | -13.0% | +26.1% | +16.5% |
| 6M | -20.3% | -12.5% | -7.8% | -18.3% |
| YTD | -8.2% | +11.8% | -20.1% | -12.2% |
| 1Y | +6.7% | +41.1% | -34.4% | -4.5% |
| 3Y | +60.4% | +163.1% | -102.7% | +14.0% |
| All | +72.8% | +184.1% | -111.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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