+3,652.6%
HDB vs WSM
+3,901.3%
-248.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | -4.9% | -9.5% | +4.6% | -2.5% |
| 3M | -2.3% | +12.9% | -15.2% | -5.6% |
| 6M | -23.7% | +23.0% | -46.8% | -28.0% |
| YTD | -38.5% | +28.9% | -67.4% | -42.8% |
| 1Y | -36.5% | +13.7% | -50.1% | -39.3% |
| 3Y | -28.5% | +232.6% | -261.1% | -52.3% |
| 5Y | -37.4% | +185.9% | -223.2% | -58.5% |
| 10Y | +34.0% | +998.6% | -964.6% | -49.3% |
| All | +3,652.6% | +3,901.3% | -248.7% | +643.3% |
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