+32.4%
HDB vs WSM
+1,058.9%
-1,026.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -6.2% | +0.4% | -6.6% | -6.2% |
| 30D | -6.2% | -10.7% | +4.5% | -4.8% |
| 3M | -5.9% | +8.5% | -14.3% | -7.0% |
| 6M | -25.9% | +19.6% | -45.6% | -27.9% |
| YTD | -40.2% | +26.6% | -66.8% | -42.3% |
| 1Y | -38.0% | +12.0% | -49.9% | -39.3% |
| 3Y | -30.5% | +226.6% | -257.1% | -43.9% |
| 5Y | -38.1% | +174.1% | -212.3% | -50.1% |
| All | +32.4% | +1,058.9% | -1,026.5% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling