+101.9%
HAS vs WWD
+494.7%
-392.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | 0.0% |
| 7D | +2.2% | +4.2% | -2.0% | +0.6% |
| 30D | +29.6% | -0.8% | +30.4% | +29.3% |
| 3M | +30.3% | -8.2% | +38.4% | +33.2% |
| 6M | +25.6% | -9.8% | +35.5% | +28.2% |
| YTD | +50.8% | +10.4% | +40.4% | +41.5% |
| 1Y | +63.0% | +25.5% | +37.5% | +45.2% |
| 3Y | +211.6% | +155.8% | +55.8% | +107.2% |
| 5Y | +50.4% | +187.3% | -136.9% | -6.6% |
| 10Y | +101.9% | +462.7% | -360.8% | -0.4% |
| All | +101.9% | +494.7% | -392.8% | -0.4% |
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