+39.7%
HPQ vs WAB
+220.4%
-180.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.7% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.7% | -4.6% | +14.3% | +12.3% |
| 3M | +32.7% | +5.6% | +27.1% | +27.4% |
| 6M | +77.7% | +13.8% | +63.9% | +61.0% |
| YTD | +51.0% | +31.9% | +19.1% | +24.2% |
| 1Y | +18.4% | +48.3% | -29.9% | -9.8% |
| 3Y | +25.6% | +167.1% | -141.6% | -36.2% |
| All | +39.7% | +220.4% | -180.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling