+1,643.8%
HPQ vs WWD
+15,408.5%
-13,764.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.9% |
| 7D | +6.9% | +1.3% | +5.7% | +6.5% |
| 30D | +14.4% | -7.2% | +21.6% | +16.9% |
| 3M | +25.6% | -3.8% | +29.5% | +26.1% |
| 6M | +75.0% | -9.9% | +85.0% | +77.4% |
| YTD | +50.7% | +14.8% | +35.9% | +40.5% |
| 1Y | +18.7% | +42.1% | -23.4% | +2.9% |
| 3Y | +21.5% | +170.8% | -149.3% | -15.2% |
| 5Y | +31.6% | +197.5% | -165.9% | -11.7% |
| 10Y | +216.1% | +477.8% | -261.8% | +68.3% |
| All | +1,643.8% | +15,408.5% | -13,764.7% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling