+6,338.1%
HD vs WWD
+15,408.5%
-9,070.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.7% |
| 7D | -2.1% | +1.3% | -3.3% | -2.4% |
| 30D | -8.4% | -7.2% | -1.3% | -6.7% |
| 3M | +4.3% | -3.8% | +8.2% | +5.0% |
| 6M | -11.1% | -9.9% | -1.2% | -9.3% |
| YTD | -4.7% | +14.8% | -19.5% | -8.9% |
| 1Y | -19.8% | +42.1% | -61.9% | -27.8% |
| 3Y | +4.1% | +170.8% | -166.7% | -22.2% |
| 5Y | +10.3% | +197.5% | -187.2% | -20.8% |
| 10Y | +203.2% | +477.8% | -274.7% | +73.7% |
| All | +6,338.1% | +15,408.5% | -9,070.4% | +2,006.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling