+228.7%
HL vs WWD
+184.1%
+44.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -4.4% | -2.6% | -1.8% | -3.1% |
| 30D | +9.3% | -6.9% | +16.2% | +13.0% |
| 3M | +32.0% | -13.0% | +45.0% | +40.5% |
| 6M | -6.4% | -12.5% | +6.0% | -1.0% |
| YTD | +3.1% | +11.8% | -8.7% | -2.6% |
| 1Y | +77.6% | +41.1% | +36.5% | +49.8% |
| 3Y | +392.8% | +163.1% | +229.8% | +195.9% |
| All | +228.7% | +184.1% | +44.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling