+132.3%
HON vs WCC
+540.7%
-408.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.9% |
| 7D | -3.5% | +1.4% | -4.8% | -3.9% |
| 30D | -13.8% | -2.3% | -11.5% | -13.4% |
| 3M | -11.7% | +3.7% | -15.3% | -13.3% |
| 6M | -18.7% | +34.8% | -53.5% | -26.5% |
| YTD | +0.2% | +46.1% | -45.9% | -11.8% |
| 1Y | -3.1% | +62.7% | -65.8% | -17.9% |
| 3Y | +17.0% | +133.6% | -116.6% | -16.7% |
| 5Y | +2.0% | +226.1% | -224.0% | -39.0% |
| All | +132.3% | +540.7% | -408.4% | -10.9% |
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