+567.0%
WDC vs HAS
+48.2%
+518.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.7% |
| 7D | +12.1% | +1.4% | +10.7% | +11.5% |
| 30D | -18.8% | +26.3% | -45.1% | -26.8% |
| 3M | -39.3% | +25.6% | -64.9% | -45.3% |
| 6M | -40.1% | +30.3% | -70.4% | -47.4% |
| YTD | +71.8% | +50.4% | +21.4% | +38.8% |
| 1Y | +88.5% | +57.7% | +30.8% | +48.9% |
| 3Y | +770.0% | +213.4% | +556.6% | +367.3% |
| All | +567.0% | +48.2% | +518.7% | +499.6% |
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