+47.8%
WCN vs HRB
+140.6%
-92.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.6% | -5.1% | +7.7% | +3.5% |
| 30D | +23.9% | +8.7% | +15.3% | +22.3% |
| 3M | +17.4% | -5.4% | +22.8% | +18.3% |
| 6M | +28.0% | +41.6% | -13.6% | +20.5% |
| YTD | +11.6% | +18.7% | -7.1% | +7.6% |
| 1Y | +16.9% | +16.4% | +0.4% | +13.0% |
| 3Y | +51.6% | +22.0% | +29.6% | +43.3% |
| All | +47.8% | +140.6% | -92.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling