+102.9%
HIG vs WCC
+121.8%
-18.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -2.3% | +1.7% | -3.9% | -2.4% |
| 30D | -1.2% | -6.1% | +4.8% | -0.8% |
| 3M | +6.3% | +3.1% | +3.2% | +5.6% |
| 6M | +0.6% | +28.2% | -27.7% | -3.0% |
| YTD | +0.6% | +41.1% | -40.5% | -4.3% |
| 1Y | +6.1% | +61.3% | -55.2% | -1.2% |
| All | +102.9% | +121.8% | -18.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling