+6,248.6%
HD vs WAB
+4,092.2%
+2,156.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -2.1% | -3.2% | +1.2% | -1.1% |
| 30D | -8.4% | -4.4% | -4.0% | -7.2% |
| 3M | +4.3% | +7.9% | -3.5% | +1.7% |
| 6M | -11.1% | +8.7% | -19.8% | -13.6% |
| YTD | -4.7% | +33.0% | -37.7% | -12.6% |
| 1Y | -19.8% | +46.7% | -66.5% | -28.6% |
| 3Y | +4.1% | +153.0% | -148.9% | -21.5% |
| 5Y | +10.3% | +222.3% | -212.0% | -22.9% |
| 10Y | +203.2% | +291.0% | -87.8% | +88.9% |
| All | +6,248.6% | +4,092.2% | +2,156.3% | +1,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling