+56.9%
HAS vs WWD
+485.4%
-428.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | +2.3% | -7.2% | +9.4% | +4.7% |
| 3M | +10.4% | -3.8% | +14.2% | +11.0% |
| 6M | -3.2% | -9.9% | +6.7% | -1.1% |
| YTD | +15.4% | +14.8% | +0.6% | +7.4% |
| 1Y | +18.8% | +42.1% | -23.3% | +1.5% |
| 3Y | +43.9% | +170.8% | -126.9% | -5.8% |
| 5Y | +13.9% | +197.5% | -183.6% | -29.9% |
| All | +56.9% | +485.4% | -428.5% | -25.0% |
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