+3,769.4%
HDB vs WWD
+3,141.8%
+627.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.4% | +1.3% | -0.9% | -0.1% |
| 30D | -2.8% | -7.2% | +4.4% | -0.2% |
| 3M | -3.5% | -3.8% | +0.3% | -3.0% |
| 6M | -24.7% | -9.9% | -14.8% | -22.6% |
| YTD | -36.6% | +14.8% | -51.4% | -41.1% |
| 1Y | -34.4% | +42.1% | -76.4% | -44.5% |
| 3Y | -24.4% | +170.8% | -195.2% | -52.5% |
| 5Y | -35.4% | +197.5% | -232.9% | -62.2% |
| 10Y | +39.5% | +477.8% | -438.3% | -44.8% |
| All | +3,769.4% | +3,141.8% | +627.7% | +714.6% |
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 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