+957.1%
WDC vs HRB
+109.9%
+847.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.4% |
| 7D | +4.4% | -12.2% | +16.6% | +4.1% |
| 30D | +5.3% | -3.0% | +8.2% | +5.0% |
| 3M | -5.9% | +21.7% | -27.6% | -6.5% |
| 6M | +73.2% | +52.3% | +20.9% | +67.7% |
| YTD | +167.8% | +6.5% | +161.4% | +173.9% |
| 1Y | +386.0% | -6.7% | +392.7% | +409.3% |
| 3Y | +1,309.7% | +25.1% | +1,284.6% | +1,223.4% |
| 5Y | +957.1% | +113.8% | +843.3% | +799.2% |
| All | +957.1% | +109.9% | +847.2% | +799.2% |
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