+610.2%
HWM vs GWW
+224.6%
+385.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.8% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +1.5% | +14.0% | -12.4% | -5.1% |
| 3M | -20.3% | +14.4% | -34.7% | -25.6% |
| 6M | -18.0% | +21.7% | -39.7% | -26.2% |
| YTD | +9.5% | +48.4% | -38.9% | -11.6% |
| 1Y | +7.5% | +58.4% | -50.9% | -16.3% |
| 3Y | +355.7% | +92.3% | +263.4% | +216.1% |
| 5Y | +610.2% | +221.8% | +388.4% | +245.1% |
| All | +610.2% | +224.6% | +385.6% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling