+247.2%
HD vs WAB
+288.7%
-41.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +5.2% | +4.0% | +1.2% | +3.6% |
| 30D | +20.7% | +6.3% | +14.4% | +17.8% |
| 3M | +0.8% | +3.3% | -2.5% | -0.7% |
| 6M | +12.2% | +14.5% | -2.3% | +5.9% |
| YTD | +4.2% | +42.7% | -38.5% | -9.4% |
| 1Y | -2.6% | +45.2% | -47.8% | -15.8% |
| 3Y | +30.0% | +173.8% | -143.7% | -12.1% |
| 5Y | +8.1% | +223.8% | -215.7% | -31.9% |
| 10Y | +247.2% | +280.5% | -33.3% | +76.1% |
| All | +247.2% | +288.7% | -41.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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