+63.6%
HL vs WWD
+15,097.2%
-15,033.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +7.1% | +0.8% | +6.3% | +6.8% |
| 30D | +21.4% | -6.4% | +27.9% | +24.1% |
| 3M | +37.4% | -5.6% | +43.1% | +39.6% |
| 6M | +0.4% | -9.1% | +9.5% | +3.4% |
| YTD | +6.7% | +12.5% | -5.8% | +2.4% |
| 1Y | +102.4% | +41.3% | +61.0% | +79.3% |
| 3Y | +417.4% | +170.2% | +247.2% | +263.5% |
| 5Y | +243.3% | +192.5% | +50.8% | +132.3% |
| 10Y | +242.6% | +476.9% | -234.3% | +78.5% |
| All | +63.6% | +15,097.2% | -15,033.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling