+159.5%
WWD vs HRB
+25.2%
+134.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.9% | -12.2% | +9.3% | -2.9% |
| 30D | -6.6% | -3.0% | -3.6% | -6.6% |
| 3M | -9.3% | +21.7% | -31.0% | -9.0% |
| 6M | -13.6% | +52.3% | -65.9% | -13.6% |
| YTD | +10.4% | +6.5% | +3.9% | +14.2% |
| 1Y | +39.9% | -6.7% | +46.6% | +46.9% |
| All | +159.5% | +25.2% | +134.3% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling