+957.1%
WDC vs HL
+232.7%
+724.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.4% |
| 7D | +4.4% | -5.6% | +10.0% | +6.0% |
| 30D | +5.3% | +12.7% | -7.5% | +1.1% |
| 3M | -5.9% | +42.5% | -48.4% | -15.0% |
| 6M | +73.2% | -9.0% | +82.2% | +74.1% |
| YTD | +167.8% | +4.4% | +163.5% | +158.6% |
| 1Y | +386.0% | +82.7% | +303.3% | +310.3% |
| 3Y | +1,309.7% | +406.3% | +903.4% | +801.9% |
| 5Y | +957.1% | +238.2% | +718.9% | +600.3% |
| All | +957.1% | +232.7% | +724.4% | +600.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling