+677.7%
HPE vs WCN
+419.9%
+257.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +8.2% |
| 7D | +10.1% | -0.4% | +10.6% | +10.4% |
| 30D | +5.3% | -2.1% | +7.4% | +6.1% |
| 3M | +12.7% | +6.4% | +6.3% | +8.7% |
| 6M | +167.7% | -3.7% | +171.3% | +168.0% |
| YTD | +135.5% | -6.4% | +141.8% | +139.0% |
| 1Y | +143.4% | -7.9% | +151.3% | +148.0% |
| 3Y | +249.2% | +20.8% | +228.4% | +202.5% |
| 5Y | +343.8% | +29.0% | +314.9% | +265.0% |
| 10Y | +495.9% | +236.4% | +259.5% | +216.8% |
| All | +677.7% | +419.9% | +257.7% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling