+1,892.0%
WAB vs HBM
+613.3%
+1,278.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -3.2% | -6.4% | +3.1% | -1.9% |
| 30D | -4.4% | +5.9% | -10.3% | -5.8% |
| 3M | +7.9% | -8.9% | +16.8% | +8.6% |
| 6M | +8.7% | +10.7% | -2.0% | +4.3% |
| YTD | +33.0% | +38.3% | -5.3% | +20.8% |
| 1Y | +46.7% | +121.3% | -74.7% | +20.0% |
| 3Y | +153.0% | +450.6% | -297.6% | +64.0% |
| 5Y | +222.3% | +338.0% | -115.7% | +107.4% |
| 10Y | +291.0% | +578.6% | -287.6% | +92.1% |
| All | +1,892.0% | +613.3% | +1,278.7% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling