+301.7%
HIG vs WWD
+498.2%
-196.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | -0.4% | -6.9% | +6.6% | +2.3% |
| 3M | +6.7% | -13.0% | +19.7% | +11.6% |
| 6M | +2.0% | -12.5% | +14.4% | +5.2% |
| YTD | +0.3% | +11.8% | -11.6% | -7.4% |
| 1Y | +4.2% | +41.1% | -36.9% | -13.7% |
| 3Y | +102.2% | +163.1% | -60.8% | +21.1% |
| 5Y | +118.5% | +187.6% | -69.1% | +21.1% |
| All | +301.7% | +498.2% | -196.5% | +61.0% |
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