+928.6%
WDC vs HAS
+13.4%
+915.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.1% |
| 7D | +1.7% | -1.8% | +3.5% | +2.6% |
| 30D | -10.0% | +2.3% | -12.2% | -11.0% |
| 3M | -18.8% | +10.4% | -29.1% | -22.8% |
| 6M | +79.0% | -3.2% | +82.3% | +79.0% |
| YTD | +171.6% | +15.4% | +156.1% | +147.4% |
| 1Y | +417.4% | +18.8% | +398.6% | +364.3% |
| 3Y | +1,251.8% | +43.9% | +1,207.9% | +992.4% |
| All | +928.6% | +13.4% | +915.2% | +934.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling