+677.7%
HPE vs WSM
+671.3%
+6.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.6% | +7.7% |
| 7D | +10.1% | +2.6% | +7.6% | +9.3% |
| 30D | +5.3% | -9.5% | +14.8% | +8.4% |
| 3M | +12.7% | +12.9% | -0.2% | +8.2% |
| 6M | +167.7% | +23.0% | +144.6% | +149.7% |
| YTD | +135.5% | +28.9% | +106.5% | +116.5% |
| 1Y | +143.4% | +13.7% | +129.7% | +131.8% |
| 3Y | +249.2% | +232.6% | +16.5% | +132.8% |
| 5Y | +343.8% | +185.9% | +158.0% | +195.2% |
| 10Y | +495.9% | +998.6% | -502.7% | +136.1% |
| All | +677.7% | +671.3% | +6.4% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling