+2,417.6%
HALO vs WWD
+3,701.6%
-1,284.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.3% |
| 30D | +4.3% | -6.6% | +10.9% | +6.9% |
| 3M | +51.8% | -9.3% | +61.1% | +56.1% |
| 6M | +57.8% | -13.6% | +71.4% | +64.4% |
| YTD | +59.0% | +10.4% | +48.6% | +49.2% |
| 1Y | +41.2% | +39.9% | +1.3% | +18.9% |
| 3Y | +177.8% | +165.0% | +12.8% | +72.3% |
| 5Y | +159.5% | +183.8% | -24.3% | +51.8% |
| 10Y | +963.6% | +486.6% | +477.0% | +294.6% |
| All | +2,417.6% | +3,701.6% | -1,284.0% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling