+256.9%
HL vs WWD
+498.2%
-241.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -4.4% | -2.6% | -1.8% | -3.2% |
| 30D | +9.3% | -6.9% | +16.2% | +12.8% |
| 3M | +32.0% | -13.0% | +45.0% | +40.0% |
| 6M | -6.4% | -12.5% | +6.0% | -1.2% |
| YTD | +3.1% | +11.8% | -8.7% | -2.3% |
| 1Y | +77.6% | +41.1% | +36.5% | +50.8% |
| 3Y | +392.8% | +163.1% | +229.8% | +207.9% |
| 5Y | +234.1% | +187.6% | +46.5% | +95.6% |
| All | +256.9% | +498.2% | -241.3% | +51.8% |
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