+563.1%
HPE vs WCN
+235.9%
+327.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -3.1% | +22.5% | +20.9% |
| 30D | +5.6% | -3.4% | +9.0% | +7.0% |
| 3M | +33.1% | +3.0% | +30.1% | +30.1% |
| 6M | +192.5% | -3.8% | +196.2% | +192.4% |
| YTD | +160.9% | -8.3% | +169.2% | +167.4% |
| 1Y | +155.0% | -9.7% | +164.7% | +162.1% |
| 3Y | +289.4% | +17.2% | +272.2% | +239.2% |
| 5Y | +395.7% | +25.3% | +370.4% | +307.7% |
| All | +563.1% | +235.9% | +327.2% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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