+165.1%
WAB vs HRB
+25.9%
+139.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +0.2% | -10.6% | +10.8% | +0.4% |
| 30D | -4.6% | -0.8% | -3.7% | -4.6% |
| 3M | +5.6% | +19.1% | -13.4% | +5.2% |
| 6M | +13.8% | +48.7% | -34.9% | +11.9% |
| YTD | +31.9% | +7.1% | +24.8% | +35.8% |
| 1Y | +48.3% | -8.3% | +56.6% | +56.5% |
| All | +165.1% | +25.9% | +139.2% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling