+1,731.8%
HCA vs WWD
+1,066.9%
+664.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | +1.9% | -5.1% | +7.0% | +3.7% |
| 3M | +12.7% | -11.2% | +24.0% | +17.0% |
| 6M | -22.3% | -12.0% | -10.3% | -19.7% |
| YTD | -9.3% | +12.0% | -21.3% | -15.2% |
| 1Y | +2.7% | +42.8% | -40.1% | -13.3% |
| 3Y | +57.8% | +168.9% | -111.1% | -1.2% |
| 5Y | +70.3% | +192.2% | -121.9% | +0.1% |
| 10Y | +499.7% | +495.3% | +4.4% | +151.1% |
| All | +1,731.8% | +1,066.9% | +664.8% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling