+1,581.2%
HWM vs GWW
+610.0%
+971.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -8.0% | -0.5% | -7.6% | -7.7% |
| 30D | -18.0% | -1.4% | -16.6% | -17.3% |
| 3M | -9.5% | -3.6% | -5.9% | -8.0% |
| 6M | -8.4% | +15.1% | -23.5% | -15.0% |
| YTD | +13.6% | +27.5% | -13.8% | -0.9% |
| 1Y | +30.2% | +29.6% | +0.6% | +12.3% |
| 3Y | +392.2% | +90.1% | +302.2% | +241.3% |
| 5Y | +645.2% | +222.6% | +422.6% | +280.6% |
| All | +1,581.2% | +610.0% | +971.2% | +567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling