+825.1%
HPQ vs WAB
+4,056.8%
-3,231.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.7% | -4.6% | +14.3% | +11.3% |
| 3M | +32.7% | +5.6% | +27.1% | +29.8% |
| 6M | +77.7% | +13.8% | +63.9% | +68.6% |
| YTD | +51.0% | +31.9% | +19.1% | +36.5% |
| 1Y | +18.4% | +48.3% | -29.9% | +3.1% |
| 3Y | +25.6% | +167.1% | -141.6% | -9.5% |
| 5Y | +38.6% | +222.9% | -184.2% | -5.5% |
| 10Y | +226.1% | +289.9% | -63.8% | +101.8% |
| All | +825.1% | +4,056.8% | -3,231.7% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling