+179.3%
WSM vs HRB
+114.1%
+65.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | -8.0% | +7.5% | +1.2% |
| 30D | -7.7% | -16.0% | +8.2% | -4.4% |
| 3M | +3.8% | +26.9% | -23.1% | -2.8% |
| 6M | +22.7% | +51.1% | -28.5% | +8.5% |
| YTD | +28.0% | +7.1% | +21.0% | +24.8% |
| 1Y | +12.7% | -9.6% | +22.3% | +15.4% |
| 3Y | +231.3% | +25.4% | +205.9% | +189.9% |
| All | +179.3% | +114.1% | +65.2% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling