+1,547.2%
HWM vs ITW
+194.0%
+1,353.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.4% |
| 7D | -12.5% | -2.4% | -10.1% | -10.7% |
| 30D | -19.0% | -9.5% | -9.5% | -12.0% |
| 3M | -8.6% | +6.6% | -15.3% | -14.1% |
| 6M | -10.2% | -1.8% | -8.4% | -9.5% |
| YTD | +11.3% | +9.0% | +2.3% | +2.3% |
| 1Y | +24.3% | +3.6% | +20.7% | +18.8% |
| 3Y | +382.3% | +19.4% | +362.8% | +296.9% |
| 5Y | +640.6% | +36.4% | +604.2% | +427.6% |
| All | +1,547.2% | +194.0% | +1,353.2% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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