+212.1%
HD vs WWD
+488.0%
-275.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | -2.1% | +1.3% | -3.3% | -2.4% |
| 30D | -8.4% | -7.2% | -1.3% | -6.5% |
| 3M | +4.3% | -3.8% | +8.2% | +5.0% |
| 6M | -11.1% | -9.9% | -1.2% | -9.1% |
| YTD | -4.7% | +14.8% | -19.5% | -9.7% |
| 1Y | -19.8% | +42.1% | -61.9% | -29.1% |
| 3Y | +4.1% | +170.8% | -166.7% | -26.6% |
| 5Y | +10.3% | +197.5% | -187.2% | -26.2% |
| All | +212.1% | +488.0% | -275.9% | +63.5% |
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