+6,691.9%
HD vs WAB
+4,103.0%
+2,588.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | +20.2% | +0.4% | +19.8% | +19.9% |
| 3M | -1.0% | -3.8% | +2.8% | -0.1% |
| 6M | +7.9% | +5.1% | +2.8% | +5.7% |
| YTD | +2.0% | +33.3% | -31.3% | -6.8% |
| 1Y | -4.3% | +39.8% | -44.1% | -13.7% |
| 3Y | +25.9% | +161.1% | -135.1% | -6.1% |
| 5Y | +5.8% | +209.5% | -203.6% | -25.2% |
| 10Y | +262.5% | +293.8% | -31.3% | +125.1% |
| All | +6,691.9% | +4,103.0% | +2,588.9% | +2,090.2% |
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