+247.2%
HD vs W
+228.8%
+18.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +20.7% | +6.4% | +14.3% | +19.4% |
| 3M | +0.8% | +9.0% | -8.2% | -0.8% |
| 6M | +12.2% | +69.8% | -57.6% | +1.9% |
| YTD | +4.2% | +12.1% | -7.8% | -0.2% |
| 1Y | -2.6% | 0.0% | -2.6% | -5.3% |
| 3Y | +30.0% | +160.3% | -130.3% | +2.3% |
| 5Y | +8.1% | -53.3% | +61.4% | -2.1% |
| 10Y | +247.2% | +217.0% | +30.2% | +109.2% |
| All | +247.2% | +228.8% | +18.4% | +109.2% |
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