+129.2%
HPE vs WAB
+48.2%
+81.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -5.0% |
| 7D | -0.6% | -3.2% | +2.6% | +1.5% |
| 30D | -2.3% | -4.4% | +2.1% | +0.6% |
| 3M | -2.9% | +7.9% | -10.7% | -8.2% |
| 6M | +143.6% | +8.7% | +134.9% | +125.5% |
| YTD | +118.5% | +33.0% | +85.5% | +72.5% |
| 1Y | +129.2% | +46.7% | +82.6% | +68.2% |
| All | +129.2% | +48.2% | +81.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling