+394.8%
HD vs W
+210.4%
+184.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +4.3% | -3.6% | +7.9% | +4.8% |
| 30D | +20.2% | +7.0% | +13.2% | +19.0% |
| 3M | -1.0% | +7.4% | -8.4% | -2.2% |
| 6M | +7.9% | +69.3% | -61.4% | -1.1% |
| YTD | +2.0% | +11.3% | -9.3% | -1.9% |
| 1Y | -4.3% | +13.2% | -17.5% | -8.3% |
| 3Y | +25.9% | +142.0% | -116.1% | +2.5% |
| 5Y | +5.8% | -54.6% | +60.4% | -3.7% |
| 10Y | +262.5% | +243.7% | +18.8% | +134.3% |
| All | +394.8% | +210.4% | +184.4% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling