+2,400.7%
HD vs WCN
+8,007.2%
-5,606.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +20.9% | +25.3% | -4.4% | +14.0% |
| 3M | -0.2% | +15.4% | -15.6% | -3.8% |
| 6M | +14.5% | +27.8% | -13.3% | +7.3% |
| YTD | +4.3% | +10.6% | -6.2% | +1.1% |
| 1Y | -3.5% | +15.8% | -19.3% | -7.6% |
| 3Y | +30.1% | +50.3% | -20.1% | +16.0% |
| 5Y | +8.5% | +46.9% | -38.5% | -3.0% |
| 10Y | +245.3% | +318.8% | -73.5% | +144.5% |
| All | +2,400.7% | +8,007.2% | -5,606.4% | +1,083.2% |
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 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