+2,185.3%
HD vs WCN
+6,839.3%
-4,654.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | -8.4% | +0.4% | -8.9% | -8.5% |
| 3M | +4.3% | +7.3% | -3.0% | +2.4% |
| 6M | -11.1% | -2.5% | -8.6% | -10.8% |
| YTD | -4.7% | -5.4% | +0.7% | -3.8% |
| 1Y | -19.8% | -8.5% | -11.4% | -18.4% |
| 3Y | +4.1% | +20.8% | -16.7% | -1.9% |
| 5Y | +10.3% | +30.0% | -19.7% | +1.8% |
| 10Y | +203.2% | +238.4% | -35.2% | +126.2% |
| All | +2,185.3% | +6,839.3% | -4,654.0% | +1,025.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling