+222.9%
WAB vs HBM
+392.2%
-169.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.2% | +5.5% | -5.3% | -0.8% |
| 30D | -4.6% | +3.3% | -7.8% | -5.3% |
| 3M | +5.6% | +12.7% | -7.0% | +2.3% |
| 6M | +13.8% | +28.2% | -14.4% | +6.3% |
| YTD | +31.9% | +45.3% | -13.5% | +19.0% |
| 1Y | +48.3% | +121.7% | -73.4% | +21.9% |
| 3Y | +167.1% | +523.5% | -356.4% | +68.8% |
| 5Y | +222.9% | +393.9% | -171.0% | +99.8% |
| All | +222.9% | +392.2% | -169.4% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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