+951.2%
HIG vs WSM
+15,174.8%
-14,223.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -1.2% | -10.7% | +9.5% | +2.4% |
| 3M | +6.3% | +8.5% | -2.2% | +3.0% |
| 6M | +0.6% | +19.6% | -19.1% | -6.1% |
| YTD | +0.6% | +26.6% | -26.0% | -8.3% |
| 1Y | +6.1% | +12.0% | -5.8% | +0.1% |
| 3Y | +102.0% | +226.6% | -124.7% | +21.5% |
| 5Y | +119.2% | +174.1% | -54.9% | +30.4% |
| 10Y | +312.5% | +1,052.9% | -740.5% | +30.5% |
| All | +951.2% | +15,174.8% | -14,223.6% | +56.9% |
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