-17.4%
HAL vs WSM
+1,113.6%
-1,131.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | +2.6% | -3.2% | +5.8% | +3.5% |
| 30D | -0.1% | +4.6% | -4.7% | -1.8% |
| 3M | -1.1% | +2.4% | -3.6% | -2.4% |
| 6M | -20.7% | +43.7% | -64.4% | -29.8% |
| YTD | +17.5% | +42.1% | -24.6% | +3.5% |
| 1Y | +24.1% | +32.3% | -8.1% | +11.6% |
| 3Y | -8.4% | +253.0% | -261.4% | -43.1% |
| 5Y | +53.2% | +161.3% | -108.0% | +0.3% |
| All | -17.4% | +1,113.6% | -1,131.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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