-23.1%
HD vs WCN
-8.7%
-14.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | -10.8% | -3.0% | -7.9% | -10.3% |
| 3M | -2.7% | +2.5% | -5.2% | -2.9% |
| 6M | -10.3% | -5.7% | -4.6% | -9.6% |
| YTD | -7.8% | -7.4% | -0.4% | -6.3% |
| 1Y | -23.1% | -8.6% | -14.5% | -21.2% |
| All | -23.1% | -8.7% | -14.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling