+1,387.4%
HWM vs BBWI
-44.9%
+1,432.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +3.3% |
| 7D | +3.3% | -6.2% | +9.5% | +4.9% |
| 30D | -7.6% | +19.9% | -27.5% | -12.2% |
| 3M | -28.9% | +7.1% | -36.1% | -31.0% |
| 6M | -19.7% | +13.7% | -33.3% | -24.0% |
| YTD | +0.5% | +9.6% | -9.1% | -5.2% |
| 1Y | +0.3% | -1.6% | +1.9% | -4.1% |
| 3Y | +325.8% | -25.9% | +351.7% | +313.9% |
| 5Y | +524.7% | -67.8% | +592.5% | +638.7% |
| 10Y | +1,491.8% | -43.5% | +1,535.2% | +988.9% |
| All | +1,387.4% | -44.9% | +1,432.3% | +926.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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