-28.5%
HDB vs WCC
+137.6%
-166.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.3% |
| 7D | -2.0% | +8.5% | -10.5% | -2.9% |
| 30D | -4.9% | -1.0% | -3.9% | -4.9% |
| 3M | -2.3% | +2.1% | -4.4% | -2.9% |
| 6M | -23.7% | +36.8% | -60.5% | -26.6% |
| YTD | -38.5% | +47.7% | -86.2% | -41.3% |
| 1Y | -36.5% | +66.5% | -103.0% | -40.3% |
| 3Y | -28.5% | +134.2% | -162.6% | -39.0% |
| All | -28.5% | +137.6% | -166.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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