+256.9%
HL vs WCC
+541.6%
-284.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.8% |
| 7D | -4.4% | +1.5% | -5.9% | -5.0% |
| 30D | +9.3% | -2.1% | +11.4% | +10.0% |
| 3M | +32.0% | +3.8% | +28.2% | +29.1% |
| 6M | -6.4% | +35.0% | -41.4% | -18.1% |
| YTD | +3.1% | +46.4% | -43.2% | -12.4% |
| 1Y | +77.6% | +63.0% | +14.6% | +44.5% |
| 3Y | +392.8% | +133.9% | +258.9% | +223.1% |
| 5Y | +234.1% | +226.5% | +7.6% | +74.0% |
| All | +256.9% | +541.6% | -284.7% | +9.2% |
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