+31,139.8%
HD vs WSM
+34,755.7%
-3,615.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -2.1% | -3.3% | +1.2% | -1.2% |
| 30D | -8.4% | -8.4% | 0.0% | -6.3% |
| 3M | +4.3% | +9.7% | -5.3% | +1.9% |
| 6M | -11.1% | +16.7% | -27.8% | -14.6% |
| YTD | -4.7% | +28.7% | -33.4% | -10.9% |
| 1Y | -19.8% | +13.7% | -33.5% | -22.8% |
| 3Y | +4.1% | +230.1% | -226.0% | -27.3% |
| 5Y | +10.3% | +179.0% | -168.6% | -22.1% |
| 10Y | +203.2% | +1,002.5% | -799.4% | +40.3% |
| All | +31,139.8% | +34,755.7% | -3,615.9% | +5,383.9% |
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