+245.3%
HD vs W
+224.5%
+20.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -1.2% | -7.4% | +6.2% | 0.0% |
| 30D | +20.9% | +7.8% | +13.1% | +19.4% |
| 3M | -0.2% | +10.9% | -11.0% | -2.0% |
| 6M | +14.5% | +86.4% | -71.9% | +2.5% |
| YTD | +4.3% | +14.0% | -9.7% | -0.4% |
| 1Y | -3.5% | +3.5% | -7.0% | -6.6% |
| 3Y | +30.1% | +164.8% | -134.6% | +2.2% |
| 5Y | +8.5% | -53.1% | +61.6% | -1.8% |
| 10Y | +245.3% | +220.4% | +24.8% | +107.5% |
| All | +245.3% | +224.5% | +20.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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