-30.7%
HDB vs WCN
+19.5%
-50.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -4.9% | -1.7% | -3.1% | -4.6% |
| 30D | -5.8% | -3.0% | -2.9% | -5.3% |
| 3M | -5.2% | +2.5% | -7.7% | -5.7% |
| 6M | -25.7% | -5.7% | -20.0% | -24.9% |
| YTD | -39.6% | -7.4% | -32.1% | -38.7% |
| 1Y | -36.9% | -8.6% | -28.3% | -35.8% |
| All | -30.7% | +19.5% | -50.2% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling