+6.2%
HD vs WCN
+27.0%
-20.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | -10.8% | -3.0% | -7.9% | -9.8% |
| 3M | -2.7% | +2.5% | -5.2% | -3.7% |
| 6M | -10.3% | -5.7% | -4.6% | -8.6% |
| YTD | -7.8% | -7.4% | -0.4% | -5.6% |
| 1Y | -23.1% | -8.6% | -14.5% | -21.0% |
| 3Y | +2.0% | +19.4% | -17.4% | -9.7% |
| 5Y | +6.2% | +27.2% | -21.0% | -10.3% |
| All | +6.2% | +27.0% | -20.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling