+389.9%
HWM vs NWSA
+44.8%
+345.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -10.1% |
| 7D | -9.2% | -2.6% | -6.5% | -8.3% |
| 30D | -17.9% | +4.6% | -22.4% | -19.0% |
| 3M | -6.0% | +10.2% | -16.2% | -9.4% |
| 6M | -7.4% | +21.6% | -29.0% | -14.1% |
| YTD | +13.1% | +14.6% | -1.5% | +7.1% |
| 1Y | +29.3% | +0.4% | +28.9% | +31.0% |
| 3Y | +389.9% | +45.0% | +344.9% | +328.9% |
| All | +389.9% | +44.8% | +345.1% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling