+31.6%
HPQ vs WAB
+49.7%
-18.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.3% |
| 7D | +9.8% | +0.1% | +9.6% | +9.7% |
| 30D | +22.4% | -4.1% | +26.4% | +22.9% |
| 3M | +45.2% | +8.2% | +37.0% | +43.1% |
| 6M | +96.4% | +15.4% | +81.0% | +86.9% |
| YTD | +65.4% | +33.1% | +32.2% | +41.5% |
| 1Y | +31.6% | +48.1% | -16.5% | +4.8% |
| All | +31.6% | +49.7% | -18.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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