+7.4%
HAL vs WWD
+479.8%
-472.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -1.3% | +0.6% | -2.0% | -1.7% |
| 30D | +10.9% | -5.1% | +16.0% | +13.9% |
| 3M | -5.8% | -11.2% | +5.4% | -1.3% |
| 6M | +8.1% | -12.0% | +20.2% | +11.3% |
| YTD | +33.2% | +12.0% | +21.2% | +16.7% |
| 1Y | +74.2% | +42.8% | +31.4% | +28.4% |
| 3Y | -3.7% | +168.9% | -172.6% | -56.3% |
| 5Y | +111.9% | +192.2% | -80.3% | -14.4% |
| 10Y | +7.4% | +495.3% | -487.9% | -70.0% |
| All | +7.4% | +479.8% | -472.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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