+59.7%
WM vs HDB
-24.7%
+84.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.2% |
| 7D | +1.2% | +13.3% | -12.1% | +0.1% |
| 30D | +13.1% | +13.6% | -0.5% | +11.8% |
| 3M | +3.6% | +5.8% | -2.1% | +3.0% |
| 6M | +8.1% | -1.9% | +10.0% | +8.0% |
| YTD | +8.9% | -31.2% | +40.1% | +12.7% |
| 1Y | +20.3% | -29.6% | +49.9% | +24.1% |
| 3Y | +46.2% | -10.1% | +56.3% | +45.3% |
| All | +59.7% | -24.7% | +84.5% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling