+2,426.8%
HALO vs WSM
+2,149.6%
+277.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -2.9% |
| 30D | +4.6% | -9.3% | +13.9% | +7.8% |
| 3M | +50.2% | +7.1% | +43.1% | +46.5% |
| 6M | +57.6% | +21.7% | +35.9% | +47.1% |
| YTD | +59.6% | +28.7% | +30.8% | +45.8% |
| 1Y | +41.2% | +13.9% | +27.3% | +33.4% |
| 3Y | +178.9% | +232.2% | -53.3% | +70.7% |
| 5Y | +160.1% | +176.4% | -16.3% | +59.8% |
| 10Y | +967.5% | +1,072.4% | -104.9% | +232.8% |
| All | +2,426.8% | +2,149.6% | +277.2% | +427.3% |
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