+248.6%
HD vs WWD
+439.4%
-190.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.5% | +4.0% | -2.4% | +0.4% |
| 30D | +18.0% | +0.4% | +17.6% | +17.5% |
| 3M | +2.8% | -7.9% | +10.7% | +4.7% |
| 6M | +17.0% | -10.6% | +27.6% | +19.6% |
| YTD | +3.5% | +9.4% | -5.9% | -0.9% |
| 1Y | -2.6% | +25.7% | -28.3% | -10.8% |
| 3Y | +30.7% | +148.5% | -117.8% | -5.6% |
| 5Y | +6.2% | +189.5% | -183.3% | -28.4% |
| All | +248.6% | +439.4% | -190.8% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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