+5.3%
HUM vs WCC
+224.0%
-218.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +2.0% |
| 7D | +2.1% | +1.5% | +0.5% | +1.9% |
| 30D | +5.4% | -2.1% | +7.5% | +5.5% |
| 3M | +11.4% | +3.8% | +7.6% | +10.8% |
| 6M | +141.5% | +35.0% | +106.5% | +133.6% |
| YTD | +61.2% | +46.4% | +14.8% | +54.7% |
| 1Y | +49.2% | +63.0% | -13.8% | +41.5% |
| 3Y | -9.0% | +133.9% | -143.0% | -16.6% |
| All | +5.3% | +224.0% | -218.7% | -9.6% |
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