+608.2%
WDC vs HRB
+141.1%
+467.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.4% | +8.3% |
| 7D | -3.2% | -8.1% | +4.8% | -3.8% |
| 30D | -19.0% | +15.0% | -34.1% | -18.4% |
| 3M | -28.4% | +10.2% | -38.7% | -28.1% |
| 6M | -39.2% | +44.2% | -83.5% | -39.3% |
| YTD | +82.1% | +21.0% | +61.1% | +88.1% |
| 1Y | +84.7% | +12.0% | +72.7% | +93.7% |
| 3Y | +825.6% | +24.9% | +800.7% | +812.7% |
| 5Y | +608.2% | +144.6% | +463.6% | +512.4% |
| All | +608.2% | +141.1% | +467.1% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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