+563.1%
HPE vs WSM
+1,071.8%
-508.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +12.1% |
| 7D | +19.4% | -0.5% | +19.9% | +19.7% |
| 30D | +5.6% | -7.7% | +13.3% | +8.2% |
| 3M | +33.1% | +3.8% | +29.3% | +31.2% |
| 6M | +192.5% | +22.7% | +169.8% | +173.5% |
| YTD | +160.9% | +28.0% | +132.9% | +140.7% |
| 1Y | +155.0% | +12.7% | +142.2% | +143.7% |
| 3Y | +289.4% | +231.3% | +58.1% | +161.6% |
| 5Y | +395.7% | +177.2% | +218.5% | +234.9% |
| All | +563.1% | +1,071.8% | -508.7% | +178.7% |
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