+113.2%
WDC vs HL
+22.6%
+90.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +13.2% | -19.9% | -12.0% |
| 7D | -18.3% | +0.2% | -18.5% | -18.7% |
| 30D | -26.7% | -12.1% | -14.6% | -23.1% |
| 3M | -40.9% | -2.8% | -38.1% | -42.4% |
| 6M | -26.8% | -14.9% | -11.8% | -25.0% |
| YTD | +88.2% | -22.0% | +110.2% | +86.0% |
| 1Y | +113.2% | +25.0% | +88.2% | +61.4% |
| All | +113.2% | +22.6% | +90.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling