+642.9%
WDC vs HON
+154.5%
+488.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | +12.1% | +1.4% | +10.7% | +11.0% |
| 30D | -18.8% | +7.5% | -26.3% | -23.2% |
| 3M | -39.3% | -4.3% | -35.0% | -36.8% |
| 6M | -40.1% | -1.5% | -38.6% | -40.0% |
| YTD | +71.8% | +10.5% | +61.3% | +55.0% |
| 1Y | +88.5% | +8.5% | +79.9% | +72.5% |
| 3Y | +770.0% | +28.0% | +742.0% | +564.7% |
| 5Y | +549.0% | +12.0% | +537.0% | +453.4% |
| All | +642.9% | +154.5% | +488.3% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling