-32.9%
HDB vs WCN
+16.1%
-48.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +5.2% |
| 7D | +12.9% | +6.7% | +6.2% | +12.0% |
| 30D | +10.0% | +24.3% | -14.3% | +7.3% |
| 3M | +1.8% | +16.1% | -14.3% | +0.1% |
| 6M | -2.1% | +19.9% | -22.0% | -4.3% |
| YTD | -33.4% | +10.1% | -43.5% | -33.5% |
| 1Y | -32.9% | +14.4% | -47.3% | -33.9% |
| All | -32.9% | +16.1% | -48.9% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling