+1,773.8%
HWM vs ITW
+199.4%
+1,574.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -2.1% | -3.6% | +1.5% | +0.9% |
| 30D | -11.0% | -9.1% | -1.8% | -3.7% |
| 3M | +4.0% | +8.2% | -4.2% | -3.3% |
| 6M | -0.2% | -4.8% | +4.5% | +3.1% |
| YTD | +26.7% | +11.0% | +15.6% | +14.6% |
| 1Y | +44.7% | +4.2% | +40.5% | +37.6% |
| 3Y | +426.1% | +17.3% | +408.8% | +340.5% |
| 5Y | +738.5% | +33.0% | +705.5% | +512.4% |
| All | +1,773.8% | +199.4% | +1,574.4% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling