+1,516.2%
HWM vs NWSA
+149.3%
+1,366.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | -9.7% | +7.9% | +3.3% |
| 30D | -2.7% | -8.6% | +5.9% | +1.5% |
| 3M | -22.7% | -6.3% | -16.5% | -20.8% |
| 6M | -18.9% | -1.2% | -17.8% | -20.2% |
| YTD | +7.1% | +2.6% | +4.4% | +1.9% |
| 1Y | +4.7% | 0.0% | +4.6% | +1.0% |
| 3Y | +345.6% | +30.1% | +315.5% | +261.0% |
| 5Y | +588.3% | +18.3% | +570.0% | +470.1% |
| 10Y | +1,516.2% | +149.3% | +1,366.8% | +603.3% |
| All | +1,516.2% | +149.3% | +1,366.8% | +603.3% |
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