+10.3%
HPQ vs W
-52.8%
+63.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -3.2% | -7.4% | +4.1% | -2.2% |
| 30D | -3.0% | +7.8% | -10.9% | -4.2% |
| 3M | +0.6% | +10.9% | -10.3% | -1.5% |
| 6M | +36.6% | +86.4% | -49.8% | +21.5% |
| YTD | +35.0% | +14.0% | +21.0% | +28.3% |
| 1Y | +23.1% | +3.5% | +19.6% | +18.5% |
| 3Y | +18.6% | +164.8% | -146.1% | -8.5% |
| 5Y | +10.3% | -53.1% | +63.5% | -0.1% |
| All | +10.3% | -52.8% | +63.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling