+66.7%
HDB vs WWD
+439.4%
-372.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.7% | +4.0% | -1.2% | +1.6% |
| 30D | +14.1% | +0.4% | +13.7% | +13.7% |
| 3M | +11.8% | -7.9% | +19.7% | +14.1% |
| 6M | +8.2% | -10.6% | +18.8% | +10.7% |
| YTD | -29.3% | +9.4% | -38.7% | -32.4% |
| 1Y | -28.8% | +25.7% | -54.5% | -35.0% |
| 3Y | -7.5% | +148.5% | -156.0% | -34.5% |
| 5Y | -23.1% | +189.5% | -212.6% | -49.6% |
| All | +66.7% | +439.4% | -372.6% | -18.6% |
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