+34,771.0%
WSM vs HRB
+3,081.6%
+31,689.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +2.6% | -10.6% | +13.2% | +6.4% |
| 30D | -9.3% | -0.8% | -8.5% | -9.9% |
| 3M | +7.1% | +19.1% | -12.0% | -0.6% |
| 6M | +21.7% | +48.7% | -27.0% | +2.7% |
| YTD | +28.7% | +7.1% | +21.6% | +20.8% |
| 1Y | +13.9% | -8.3% | +22.2% | +12.4% |
| 3Y | +232.2% | +25.8% | +206.3% | +185.7% |
| 5Y | +176.4% | +111.1% | +65.3% | +93.7% |
| 10Y | +1,072.4% | +206.6% | +865.8% | +564.2% |
| All | +34,771.0% | +3,081.6% | +31,689.4% | +6,983.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling