+39.7%
HPQ vs WWD
+191.3%
-151.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.1% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +9.7% | -5.1% | +14.8% | +11.4% |
| 3M | +32.7% | -11.2% | +44.0% | +36.5% |
| 6M | +77.7% | -12.0% | +89.7% | +81.4% |
| YTD | +51.0% | +12.0% | +39.0% | +38.4% |
| 1Y | +18.4% | +42.8% | -24.4% | -3.3% |
| 3Y | +25.6% | +168.9% | -143.4% | -26.0% |
| All | +39.7% | +191.3% | -151.6% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling