-37.8%
HDB vs WCC
+228.2%
-266.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -4.9% | +6.8% | -11.7% | -5.8% |
| 30D | -5.8% | -3.0% | -2.8% | -5.5% |
| 3M | -5.2% | +0.2% | -5.4% | -5.7% |
| 6M | -25.7% | +33.2% | -58.9% | -29.4% |
| YTD | -39.6% | +45.8% | -85.4% | -43.6% |
| 1Y | -36.9% | +68.4% | -105.3% | -42.7% |
| 3Y | -29.7% | +131.1% | -160.8% | -42.1% |
| 5Y | -37.8% | +225.6% | -263.4% | -56.2% |
| All | -37.8% | +228.2% | -266.0% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling