+10.8%
HD vs WCC
+216.1%
-205.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | +0.1% |
| 7D | -2.1% | +4.5% | -6.5% | -3.0% |
| 30D | -8.4% | -5.8% | -2.6% | -7.4% |
| 3M | +4.3% | -3.7% | +8.0% | +4.5% |
| 6M | -11.1% | +23.1% | -34.2% | -16.2% |
| YTD | -4.7% | +44.2% | -48.8% | -13.5% |
| 1Y | -19.8% | +62.1% | -81.9% | -29.6% |
| 3Y | +4.1% | +121.1% | -117.0% | -19.1% |
| All | +10.8% | +216.1% | -205.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling