+33.7%
HDB vs WWD
+479.8%
-446.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -5.8% | -5.1% | -0.7% | -4.5% |
| 3M | -5.2% | -11.2% | +6.0% | -2.4% |
| 6M | -25.7% | -12.0% | -13.7% | -23.6% |
| YTD | -39.6% | +12.0% | -51.6% | -42.4% |
| 1Y | -36.9% | +42.8% | -79.7% | -44.6% |
| 3Y | -29.7% | +168.9% | -198.7% | -51.3% |
| 5Y | -37.8% | +192.2% | -230.0% | -59.2% |
| 10Y | +33.7% | +495.3% | -461.5% | -35.2% |
| All | +33.7% | +479.8% | -446.1% | -35.2% |
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