+4,092.2%
WAB vs HRB
+1,250.8%
+2,841.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.9% |
| 7D | -3.2% | -5.7% | +2.5% | -1.6% |
| 30D | -4.4% | +7.9% | -12.3% | -7.2% |
| 3M | +7.9% | +32.1% | -24.3% | -2.2% |
| 6M | +8.7% | +62.2% | -53.5% | -9.2% |
| YTD | +33.0% | +16.4% | +16.6% | +22.2% |
| 1Y | +46.7% | -0.3% | +46.9% | +40.9% |
| 3Y | +153.0% | +36.0% | +117.0% | +114.9% |
| 5Y | +222.3% | +125.2% | +97.1% | +126.1% |
| 10Y | +291.0% | +237.7% | +53.3% | +124.0% |
| All | +4,092.2% | +1,250.8% | +2,841.4% | +1,414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling