+20.8%
WM vs HRB
+16.9%
+3.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.1% |
| 7D | +5.9% | +16.0% | -10.1% | +4.0% |
| 30D | +15.4% | +32.1% | -16.7% | +11.9% |
| 3M | +6.3% | +21.5% | -15.2% | +3.8% |
| 6M | +5.6% | +82.1% | -76.5% | -0.3% |
| YTD | +9.9% | +31.6% | -21.7% | +8.0% |
| 1Y | +20.8% | +15.9% | +4.9% | +21.4% |
| All | +20.8% | +16.9% | +3.9% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling