+34,289.6%
HD vs WSM
+40,127.9%
-5,838.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | +21.6% | +8.6% | +13.0% | +19.1% |
| 3M | +0.1% | +4.2% | -4.1% | -0.9% |
| 6M | +13.0% | +44.6% | -31.6% | +2.7% |
| YTD | +4.9% | +48.5% | -43.6% | -5.5% |
| 1Y | -2.1% | +34.7% | -36.7% | -9.6% |
| 3Y | +32.6% | +271.0% | -238.4% | -9.9% |
| 5Y | +8.2% | +180.9% | -172.7% | -23.6% |
| 10Y | +257.9% | +1,235.4% | -977.5% | +57.9% |
| All | +34,289.6% | +40,127.9% | -5,838.3% | +5,718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling