+12.7%
WSM vs HRB
-6.2%
+18.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.5% | -8.0% | +7.5% | -0.4% |
| 30D | -7.7% | -16.0% | +8.2% | -7.4% |
| 3M | +3.8% | +26.9% | -23.1% | +3.1% |
| 6M | +22.7% | +51.1% | -28.5% | +20.9% |
| YTD | +28.0% | +7.1% | +21.0% | +26.0% |
| 1Y | +12.7% | -9.6% | +22.3% | +6.0% |
| All | +12.7% | -6.2% | +18.9% | +6.0% |
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