+634.9%
HLT vs WSM
+942.1%
-307.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -5.0% | -7.7% | +2.7% | -3.1% |
| 3M | -10.4% | +3.8% | -14.2% | -11.5% |
| 6M | +3.2% | +22.7% | -19.4% | -2.3% |
| YTD | +6.7% | +28.0% | -21.3% | -0.3% |
| 1Y | +10.3% | +12.7% | -2.5% | +5.9% |
| 3Y | +99.3% | +231.3% | -131.9% | +38.4% |
| 5Y | +143.7% | +177.2% | -33.5% | +70.1% |
| 10Y | +584.7% | +1,065.8% | -481.0% | +182.7% |
| All | +634.9% | +942.1% | -307.2% | +217.0% |
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