+34,084.2%
HD vs WSM
+40,190.9%
-6,106.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | -3.0% | +1.8% | -0.4% |
| 30D | +20.9% | +10.1% | +10.8% | +18.0% |
| 3M | -0.2% | +4.9% | -5.1% | -1.4% |
| 6M | +14.5% | +49.8% | -35.3% | +3.1% |
| YTD | +4.3% | +48.7% | -44.4% | -6.1% |
| 1Y | -3.5% | +38.7% | -42.2% | -11.5% |
| 3Y | +30.1% | +269.5% | -239.4% | -11.5% |
| 5Y | +8.5% | +179.0% | -170.5% | -23.2% |
| 10Y | +245.3% | +1,162.3% | -917.0% | +54.5% |
| All | +34,084.2% | +40,190.9% | -6,106.7% | +5,681.7% |
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