+298.2%
WBD vs HAS
+720.7%
-422.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.0% |
| 30D | +8.8% | +2.3% | +6.5% | +7.6% |
| 3M | +4.6% | +10.4% | -5.7% | -0.4% |
| 6M | +1.1% | -3.2% | +4.3% | +0.8% |
| YTD | -2.0% | +15.4% | -17.4% | -10.2% |
| 1Y | +140.0% | +18.8% | +121.2% | +116.4% |
| 3Y | +144.4% | +43.9% | +100.4% | +97.8% |
| 5Y | -0.2% | +13.9% | -14.1% | -11.7% |
| 10Y | +9.1% | +56.4% | -47.3% | -22.9% |
| All | +298.2% | +720.7% | -422.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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