+1,228.2%
WDC vs HAL
+5.2%
+1,223.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -3.3% |
| 7D | +4.4% | -3.3% | +7.7% | +5.8% |
| 30D | +5.3% | +7.2% | -1.9% | +2.4% |
| 3M | -5.9% | -8.8% | +2.9% | -3.4% |
| 6M | +73.2% | +3.0% | +70.3% | +69.0% |
| YTD | +167.8% | +29.4% | +138.4% | +137.4% |
| 1Y | +386.0% | +62.8% | +323.2% | +290.3% |
| 3Y | +1,309.7% | -6.4% | +1,316.1% | +1,265.3% |
| 5Y | +957.1% | +103.6% | +853.5% | +580.7% |
| All | +1,228.2% | +5.2% | +1,223.0% | +756.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling