+32.6%
HD vs WCN
+47.6%
-15.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.6% | +1.2% | +2.4% | +3.3% |
| 30D | +21.6% | +24.6% | -3.0% | +14.0% |
| 3M | +0.1% | +14.2% | -14.1% | -3.9% |
| 6M | +13.0% | +25.7% | -12.7% | +5.8% |
| YTD | +4.9% | +9.3% | -4.3% | +1.8% |
| 1Y | -2.1% | +15.3% | -17.4% | -6.8% |
| 3Y | +32.6% | +48.6% | -16.0% | +6.6% |
| All | +32.6% | +47.6% | -15.0% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling