+129.2%
HPE vs WSM
+19.9%
+109.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.2% |
| 7D | -0.6% | -3.3% | +2.7% | +0.5% |
| 30D | -2.3% | -8.4% | +6.1% | +0.6% |
| 3M | -2.9% | +9.7% | -12.5% | -6.8% |
| 6M | +143.6% | +16.7% | +126.9% | +126.9% |
| YTD | +118.5% | +28.7% | +89.8% | +97.6% |
| 1Y | +129.2% | +13.7% | +115.5% | +112.8% |
| All | +129.2% | +19.9% | +109.3% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling