+14,847.5%
WWD vs HRB
+1,205.7%
+13,641.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +4.0% | -5.1% | +9.0% | +5.5% |
| 30D | +0.4% | +8.7% | -8.3% | -2.5% |
| 3M | -7.9% | -5.4% | -2.5% | -7.2% |
| 6M | -10.6% | +41.6% | -52.2% | -21.4% |
| YTD | +9.4% | +18.7% | -9.3% | -0.9% |
| 1Y | +25.7% | +16.4% | +9.3% | +14.4% |
| 3Y | +148.5% | +22.0% | +126.6% | +116.2% |
| 5Y | +189.5% | +141.2% | +48.3% | +94.6% |
| 10Y | +451.8% | +223.1% | +228.6% | +216.9% |
| All | +14,847.5% | +1,205.7% | +13,641.8% | +6,354.1% |
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