+132.3%
HON vs WSM
+1,071.8%
-939.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -3.5% | -0.5% | -2.9% | -3.4% |
| 30D | -13.8% | -7.7% | -6.0% | -12.4% |
| 3M | -11.7% | +3.8% | -15.4% | -12.4% |
| 6M | -18.7% | +22.7% | -41.4% | -22.1% |
| YTD | +0.2% | +28.0% | -27.8% | -4.9% |
| 1Y | -3.1% | +12.7% | -15.8% | -6.0% |
| 3Y | +17.0% | +231.3% | -214.3% | -13.0% |
| 5Y | +2.0% | +177.2% | -175.2% | -24.0% |
| All | +132.3% | +1,071.8% | -939.4% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling