+217.2%
HPQ vs WWD
+490.2%
-273.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +3.5% | -2.9% | +6.4% | +4.7% |
| 30D | +13.7% | -6.6% | +20.3% | +16.6% |
| 3M | +33.9% | -9.3% | +43.2% | +37.8% |
| 6M | +80.9% | -13.6% | +94.5% | +87.1% |
| YTD | +52.6% | +10.4% | +42.2% | +39.9% |
| 1Y | +21.2% | +39.9% | -18.6% | -1.1% |
| 3Y | +26.9% | +165.0% | -138.2% | -25.3% |
| 5Y | +41.1% | +183.8% | -142.7% | -21.5% |
| All | +217.2% | +490.2% | -273.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling