+301.7%
HIG vs WCC
+541.6%
-239.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -1.4% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | -0.4% | -2.1% | +1.8% | -0.1% |
| 3M | +6.7% | +3.8% | +2.8% | +4.1% |
| 6M | +2.0% | +35.0% | -33.0% | -9.3% |
| YTD | +0.3% | +46.4% | -46.1% | -13.6% |
| 1Y | +4.2% | +63.0% | -58.8% | -14.0% |
| 3Y | +102.2% | +133.9% | -31.7% | +36.5% |
| 5Y | +118.5% | +226.5% | -108.0% | +19.9% |
| All | +301.7% | +541.6% | -239.9% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling