+2,909.2%
HPQ vs WSM
+34,771.0%
-31,861.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +9.7% | -9.3% | +19.0% | +11.9% |
| 3M | +32.7% | +7.1% | +25.6% | +30.7% |
| 6M | +77.7% | +21.7% | +56.0% | +70.0% |
| YTD | +51.0% | +28.7% | +22.3% | +42.5% |
| 1Y | +18.4% | +13.9% | +4.5% | +14.4% |
| 3Y | +25.6% | +232.2% | -206.6% | -4.6% |
| 5Y | +38.6% | +176.4% | -137.8% | +6.8% |
| 10Y | +226.1% | +1,072.4% | -846.3% | +82.6% |
| All | +2,909.2% | +34,771.0% | -31,861.8% | +677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling