+114.2%
HIG vs WCC
+223.5%
-109.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.9% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | -0.4% | -2.3% | +1.9% | -0.2% |
| 3M | +6.7% | +3.7% | +3.0% | +5.3% |
| 6M | +2.0% | +34.8% | -32.8% | -4.7% |
| YTD | +0.3% | +46.1% | -45.9% | -8.1% |
| 1Y | +4.2% | +62.7% | -58.6% | -7.0% |
| 3Y | +102.2% | +133.6% | -31.4% | +58.6% |
| All | +114.2% | +223.5% | -109.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling