+3,769.4%
HDB vs WCN
+2,690.7%
+1,078.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.2% |
| 7D | +0.4% | -0.6% | +1.1% | +0.8% |
| 30D | -2.8% | +0.4% | -3.2% | -3.1% |
| 3M | -3.5% | +7.3% | -10.9% | -7.3% |
| 6M | -24.7% | -2.5% | -22.2% | -24.4% |
| YTD | -36.6% | -5.4% | -31.2% | -35.6% |
| 1Y | -34.4% | -8.5% | -25.9% | -32.4% |
| 3Y | -24.4% | +20.8% | -45.2% | -34.2% |
| 5Y | -35.4% | +30.0% | -65.4% | -46.9% |
| 10Y | +39.5% | +238.4% | -198.9% | -33.8% |
| All | +3,769.4% | +2,690.7% | +1,078.7% | +604.2% |
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