+51.0%
HPQ vs WSM
+175.3%
-124.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.3% | +8.1% |
| 7D | +9.8% | -0.5% | +10.3% | +9.9% |
| 30D | +22.4% | -7.7% | +30.1% | +25.2% |
| 3M | +45.2% | +3.8% | +41.4% | +43.3% |
| 6M | +96.4% | +22.7% | +73.8% | +83.4% |
| YTD | +65.4% | +28.0% | +37.4% | +51.9% |
| 1Y | +31.6% | +12.7% | +18.9% | +25.3% |
| 3Y | +37.0% | +231.3% | -194.2% | -10.4% |
| All | +51.0% | +175.3% | -124.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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