+1,581.2%
HWM vs NWSA
+171.3%
+1,409.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -8.0% | -3.1% | -5.0% | -6.3% |
| 30D | -18.0% | +4.3% | -22.3% | -19.9% |
| 3M | -9.5% | +9.2% | -18.7% | -14.6% |
| 6M | -8.4% | +21.6% | -30.0% | -18.9% |
| YTD | +13.6% | +14.2% | -0.6% | +3.1% |
| 1Y | +30.2% | +1.8% | +28.5% | +25.7% |
| 3Y | +392.2% | +44.4% | +347.8% | +279.5% |
| 5Y | +645.2% | +41.0% | +604.2% | +462.2% |
| All | +1,581.2% | +171.3% | +1,409.9% | +622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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