+1,662.1%
HUM vs WCN
+6,686.9%
-5,024.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | +3.7% | -3.0% | +6.7% | +4.4% |
| 3M | +10.4% | +2.5% | +7.9% | +9.4% |
| 6M | +125.7% | -5.7% | +131.4% | +127.6% |
| YTD | +57.3% | -7.4% | +64.8% | +59.2% |
| 1Y | +48.6% | -8.6% | +57.3% | +50.8% |
| 3Y | -11.3% | +19.4% | -30.7% | -16.2% |
| 5Y | +0.8% | +27.2% | -26.4% | -6.7% |
| 10Y | +146.7% | +238.5% | -91.9% | +83.9% |
| All | +1,662.1% | +6,686.9% | -5,024.9% | +714.3% |
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