+234.7%
WCN vs HRB
+209.1%
+25.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.1% | -8.0% | +4.9% | -1.8% |
| 30D | -3.4% | -16.0% | +12.6% | -0.6% |
| 3M | +3.0% | +26.9% | -23.9% | -1.6% |
| 6M | -3.8% | +51.1% | -54.9% | -11.3% |
| YTD | -8.3% | +7.1% | -15.4% | -10.5% |
| 1Y | -9.7% | -9.6% | -0.1% | -9.4% |
| 3Y | +17.2% | +25.4% | -8.2% | +9.6% |
| 5Y | +25.3% | +114.9% | -89.6% | +4.8% |
| All | +234.7% | +209.1% | +25.6% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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