+188.0%
WWD vs HRB
+111.1%
+76.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | +0.6% | -10.6% | +11.3% | +1.8% |
| 30D | -5.1% | -0.8% | -4.3% | -5.2% |
| 3M | -11.2% | +19.1% | -30.3% | -13.2% |
| 6M | -12.0% | +48.7% | -60.7% | -16.9% |
| YTD | +12.0% | +7.1% | +4.9% | +12.3% |
| 1Y | +42.8% | -8.3% | +51.1% | +47.6% |
| 3Y | +168.9% | +25.8% | +143.1% | +149.2% |
| All | +188.0% | +111.1% | +76.9% | +125.1% |
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 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