+100.6%
HAS vs WWD
+460.9%
-360.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +3.3% | +0.4% | +2.8% | +3.0% |
| 30D | +30.5% | -0.4% | +31.0% | +30.1% |
| 3M | +29.9% | -6.1% | +36.0% | +31.8% |
| 6M | +26.5% | -9.5% | +36.1% | +29.0% |
| YTD | +51.9% | +10.8% | +41.1% | +42.4% |
| 1Y | +60.9% | +23.5% | +37.4% | +44.2% |
| 3Y | +215.0% | +151.3% | +63.7% | +111.0% |
| 5Y | +51.5% | +187.8% | -136.3% | -6.0% |
| All | +100.6% | +460.9% | -360.3% | -1.5% |
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