+1,474.6%
HWM vs ITW
+192.7%
+1,281.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +7.3% | +2.3% | +5.0% | +5.3% |
| 30D | +1.6% | +6.7% | -5.1% | -3.8% |
| 3M | -21.9% | -0.5% | -21.3% | -21.6% |
| 6M | -19.0% | +16.4% | -35.5% | -29.3% |
| YTD | +7.9% | +19.0% | -11.0% | -7.9% |
| 1Y | +9.9% | +20.2% | -10.3% | -7.3% |
| 3Y | +342.1% | +33.1% | +309.1% | +231.3% |
| 5Y | +600.8% | +35.7% | +565.1% | +405.7% |
| All | +1,474.6% | +192.7% | +1,281.9% | +442.1% |
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