+222.9%
WAB vs HRB
+104.8%
+118.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +0.2% | -10.6% | +10.8% | +1.5% |
| 30D | -4.6% | -0.8% | -3.7% | -4.8% |
| 3M | +5.6% | +19.1% | -13.4% | +2.5% |
| 6M | +13.8% | +48.7% | -34.9% | +5.9% |
| YTD | +31.9% | +7.1% | +24.8% | +31.4% |
| 1Y | +48.3% | -8.3% | +56.6% | +52.9% |
| 3Y | +167.1% | +25.8% | +141.3% | +146.2% |
| 5Y | +222.9% | +111.1% | +111.8% | +166.9% |
| All | +222.9% | +104.8% | +118.0% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling