-20.8%
HAL vs WWD
+460.9%
-481.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -6.5% | +0.4% | -6.9% | -6.9% |
| 30D | -2.1% | -0.4% | -1.7% | -2.7% |
| 3M | -4.9% | -6.1% | +1.2% | -2.6% |
| 6M | -19.3% | -9.5% | -9.8% | -17.6% |
| YTD | +14.3% | +10.8% | +3.5% | -0.2% |
| 1Y | +17.3% | +23.5% | -6.2% | -5.8% |
| 3Y | -10.9% | +151.3% | -162.2% | -58.0% |
| 5Y | +47.4% | +187.8% | -140.4% | -40.4% |
| 10Y | -20.8% | +461.1% | -481.9% | -77.9% |
| All | -20.8% | +460.9% | -481.7% | -77.9% |
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