+4,208.5%
HDB vs WWD
+3,017.1%
+1,191.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.3% | +0.8% |
| 7D | +13.7% | +4.2% | +9.5% | +11.7% |
| 30D | +15.8% | -0.8% | +16.6% | +15.7% |
| 3M | +9.2% | -8.2% | +17.4% | +12.2% |
| 6M | +3.2% | -9.8% | +13.0% | +5.9% |
| YTD | -29.4% | +10.4% | -39.8% | -33.7% |
| 1Y | -27.9% | +25.5% | -53.4% | -36.1% |
| 3Y | -5.9% | +155.8% | -161.7% | -39.6% |
| 5Y | -23.5% | +187.3% | -210.8% | -54.7% |
| 10Y | +61.3% | +462.7% | -401.4% | -35.6% |
| All | +4,208.5% | +3,017.1% | +1,191.3% | +817.5% |
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