+25.1%
HPQ vs WAB
+164.8%
-139.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.7% | -4.6% | +14.3% | +11.6% |
| 3M | +32.7% | +5.6% | +27.1% | +28.7% |
| 6M | +77.7% | +13.8% | +63.9% | +64.1% |
| YTD | +51.0% | +31.9% | +19.1% | +27.8% |
| 1Y | +18.4% | +48.3% | -29.9% | -6.3% |
| All | +25.1% | +164.8% | -139.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling