+30.7%
HD vs WCC
+134.5%
-103.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +1.5% | +9.9% | -8.4% | 0.0% |
| 30D | +18.0% | -8.4% | +26.4% | +19.0% |
| 3M | +2.8% | -10.3% | +13.1% | +3.7% |
| 6M | +17.0% | -10.5% | +27.4% | +17.5% |
| YTD | +3.5% | +32.2% | -28.6% | -4.2% |
| 1Y | -2.6% | +25.5% | -28.1% | -9.1% |
| 3Y | +30.7% | +134.7% | -104.0% | -3.3% |
| All | +30.7% | +134.5% | -103.7% | -3.3% |
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