+1,087.8%
HD vs WBD
+330.6%
+757.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +36.5% | -58.6% | -29.3% |
| 7D | -22.1% | +36.5% | -58.6% | -29.3% |
| 30D | -22.1% | +36.5% | -58.6% | -29.3% |
| 3M | -22.1% | +36.5% | -58.6% | -29.3% |
| 6M | -22.1% | +36.5% | -58.6% | -29.3% |
| YTD | -22.1% | +36.5% | -58.6% | -29.3% |
| 1Y | -26.8% | +63.0% | -89.8% | -36.3% |
| 3Y | +4.1% | +206.7% | -202.6% | -27.7% |
| 5Y | -3.1% | +18.4% | -21.5% | -20.1% |
| 10Y | +181.2% | +11.8% | +169.5% | +103.6% |
| All | +1,087.8% | +330.6% | +757.2% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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