+60.4%
HL vs WSM
+34,771.0%
-34,710.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | +2.6% | -2.2% | 0.0% |
| 30D | +18.8% | -9.3% | +28.1% | +20.5% |
| 3M | +43.7% | +7.1% | +36.6% | +42.3% |
| 6M | -1.0% | +21.7% | -22.8% | -4.0% |
| YTD | +8.7% | +28.7% | -20.0% | +4.7% |
| 1Y | +105.0% | +13.9% | +91.1% | +100.6% |
| 3Y | +427.3% | +232.2% | +195.1% | +336.5% |
| 5Y | +249.3% | +176.4% | +72.9% | +191.7% |
| 10Y | +284.2% | +1,072.4% | -788.2% | +158.8% |
| All | +60.4% | +34,771.0% | -34,710.6% | +1.5% |
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