+4,353.8%
WAB vs HRB
+1,296.8%
+3,057.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +7.9% | -7.8% | +15.7% | +10.4% |
| 30D | +4.9% | +15.7% | -10.9% | 0.0% |
| 3M | +1.8% | -5.5% | +7.3% | +2.6% |
| 6M | +12.0% | +41.1% | -29.2% | -1.4% |
| YTD | +41.3% | +20.4% | +20.9% | +27.6% |
| 1Y | +43.8% | +15.2% | +28.6% | +31.6% |
| 3Y | +171.1% | +24.3% | +146.8% | +135.8% |
| 5Y | +217.7% | +144.7% | +73.0% | +116.0% |
| 10Y | +272.3% | +227.8% | +44.6% | +114.1% |
| All | +4,353.8% | +1,296.8% | +3,057.0% | +1,481.9% |
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 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