+49.3%
WM vs HDB
-12.6%
+61.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.1% |
| 7D | +4.5% | +13.3% | -8.8% | +4.2% |
| 30D | +16.1% | +10.2% | +5.9% | +15.8% |
| 3M | +8.0% | +3.6% | +4.5% | +7.9% |
| 6M | +8.4% | -0.5% | +8.9% | +8.3% |
| YTD | +11.2% | -32.4% | +43.6% | +12.3% |
| 1Y | +22.3% | -31.1% | +53.4% | +23.4% |
| All | +49.3% | -12.6% | +61.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling