+4.7%
HL vs WWD
+14,675.7%
-14,671.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -11.1% | +4.0% | -15.1% | -12.3% |
| 30D | -12.1% | +0.4% | -12.5% | -12.3% |
| 3M | -26.1% | -7.9% | -18.2% | -24.1% |
| 6M | -37.7% | -10.6% | -27.1% | -35.5% |
| YTD | -31.7% | +9.4% | -41.1% | -33.8% |
| 1Y | -11.6% | +25.7% | -37.4% | -18.5% |
| 3Y | +249.6% | +148.5% | +101.1% | +152.9% |
| 5Y | +108.5% | +189.5% | -81.0% | +41.5% |
| 10Y | +127.0% | +451.8% | -324.8% | +19.9% |
| All | +4.7% | +14,675.7% | -14,671.0% | -62.9% |
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