+266.9%
WBD vs HAS
+434.2%
-167.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.0% | +3.2% | -2.3% | -0.4% |
| 30D | -1.4% | +7.3% | -8.7% | -4.5% |
| 3M | +1.0% | +2.8% | -1.8% | -0.3% |
| 6M | -11.2% | -1.6% | -9.6% | -10.9% |
| YTD | -2.4% | +27.7% | -30.1% | -12.6% |
| 1Y | -13.4% | +7.8% | -21.2% | -16.7% |
| 3Y | -40.3% | +80.4% | -120.8% | -55.3% |
| 5Y | +21.1% | +166.5% | -145.4% | -25.4% |
| 10Y | +273.5% | +312.8% | -39.3% | +93.1% |
| All | +266.9% | +434.2% | -167.3% | +80.0% |
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