+330.8%
WM vs HRB
+226.2%
+104.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.2% | -7.8% | +9.0% | +2.7% |
| 30D | +15.2% | +15.7% | -0.5% | +12.1% |
| 3M | +8.3% | -5.5% | +13.9% | +9.2% |
| 6M | +13.1% | +41.1% | -28.0% | +5.2% |
| YTD | +12.5% | +20.4% | -7.8% | +7.0% |
| 1Y | +21.8% | +15.2% | +6.5% | +16.8% |
| 3Y | +48.8% | +24.3% | +24.5% | +38.5% |
| 5Y | +62.1% | +144.7% | -82.6% | +27.6% |
| All | +330.8% | +226.2% | +104.6% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling