+213.9%
HPQ vs W
+162.6%
+51.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +2.2% | +5.9% | -3.7% | +1.4% |
| 30D | +9.7% | -3.0% | +12.8% | +10.1% |
| 3M | +32.7% | +40.3% | -7.6% | +24.5% |
| 6M | +77.7% | +32.2% | +45.5% | +66.9% |
| YTD | +51.0% | -0.3% | +51.3% | +47.0% |
| 1Y | +18.4% | +16.2% | +2.2% | +11.6% |
| 3Y | +25.6% | +40.7% | -15.2% | +7.6% |
| 5Y | +38.6% | -62.3% | +101.0% | +28.4% |
| All | +213.9% | +162.6% | +51.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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