+534.0%
HAL vs WSM
+38,955.0%
-38,421.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +2.9% | +5.1% | -2.2% | +1.7% |
| 3M | +3.3% | +5.1% | -1.8% | +2.0% |
| 6M | -16.9% | +48.6% | -65.5% | -23.5% |
| YTD | +21.2% | +44.2% | -23.0% | +11.6% |
| 1Y | +27.5% | +38.1% | -10.5% | +18.4% |
| 3Y | -6.4% | +257.2% | -263.7% | -29.4% |
| 5Y | +58.0% | +165.1% | -107.1% | +22.5% |
| 10Y | -14.6% | +1,123.6% | -1,138.2% | -51.7% |
| All | +534.0% | +38,955.0% | -38,421.0% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling