+116.4%
HPE vs WWD
+27.2%
+89.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -5.2% |
| 7D | -17.0% | +7.3% | -24.3% | -18.4% |
| 30D | -26.7% | -2.0% | -24.7% | -26.3% |
| 3M | -4.1% | -12.6% | +8.4% | -1.2% |
| 6M | +75.4% | -8.4% | +83.8% | +79.3% |
| YTD | +111.0% | +8.2% | +102.8% | +108.8% |
| 1Y | +116.4% | +26.5% | +89.9% | +105.9% |
| All | +116.4% | +27.2% | +89.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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