+210.2%
HD vs WSM
+997.3%
-787.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | +2.6% | -4.4% | -2.6% |
| 30D | -10.8% | -9.3% | -1.6% | -8.1% |
| 3M | -2.7% | +7.1% | -9.8% | -4.7% |
| 6M | -10.3% | +21.7% | -32.0% | -15.6% |
| YTD | -7.8% | +28.7% | -36.6% | -15.0% |
| 1Y | -23.1% | +13.9% | -37.0% | -26.7% |
| 3Y | +2.0% | +232.2% | -230.2% | -34.6% |
| 5Y | +6.2% | +176.4% | -170.2% | -30.9% |
| 10Y | +210.2% | +1,072.4% | -862.3% | +10.8% |
| All | +210.2% | +997.3% | -787.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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