+7,776.2%
WCN vs HRB
+1,020.1%
+6,756.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.6% | -5.1% | +7.7% | +3.6% |
| 30D | +23.9% | +8.7% | +15.3% | +22.0% |
| 3M | +17.4% | -5.4% | +22.8% | +18.5% |
| 6M | +28.0% | +41.6% | -13.6% | +18.8% |
| YTD | +11.6% | +18.7% | -7.1% | +6.1% |
| 1Y | +16.9% | +16.4% | +0.4% | +11.5% |
| 3Y | +51.6% | +22.0% | +29.6% | +41.4% |
| 5Y | +48.0% | +141.2% | -93.2% | +18.2% |
| 10Y | +322.6% | +223.1% | +99.4% | +197.7% |
| All | +7,776.2% | +1,020.1% | +6,756.1% | +4,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling