+232.7%
HON vs W
+210.9%
+21.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +7.5% | +6.8% | +0.7% | +6.8% |
| 3M | -4.3% | +10.7% | -15.0% | -5.4% |
| 6M | -1.5% | +86.3% | -87.9% | -7.8% |
| YTD | +10.5% | +11.5% | -0.9% | +7.6% |
| 1Y | +8.5% | +5.1% | +3.4% | +6.1% |
| 3Y | +28.0% | +171.0% | -143.0% | +9.7% |
| 5Y | +12.0% | -56.6% | +68.6% | +5.4% |
| 10Y | +155.4% | +213.4% | -58.0% | +76.0% |
| All | +232.7% | +210.9% | +21.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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