+5.8%
HD vs WCC
+124.0%
-118.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | +0.2% |
| 7D | -2.1% | +4.5% | -6.5% | -2.9% |
| 30D | -8.4% | -5.8% | -2.6% | -7.5% |
| 3M | +4.3% | -3.7% | +8.0% | +4.6% |
| 6M | -11.1% | +23.1% | -34.2% | -15.6% |
| YTD | -4.7% | +44.2% | -48.8% | -12.5% |
| 1Y | -19.8% | +62.1% | -81.9% | -28.5% |
| All | +5.8% | +124.0% | -118.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling