+588.3%
HWM vs NWSA
+17.3%
+571.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | -9.7% | +7.9% | +2.1% |
| 30D | -2.7% | -8.6% | +5.9% | +0.5% |
| 3M | -22.7% | -6.3% | -16.5% | -21.2% |
| 6M | -18.9% | -1.2% | -17.8% | -19.8% |
| YTD | +7.1% | +2.6% | +4.4% | +3.3% |
| 1Y | +4.7% | 0.0% | +4.6% | +2.2% |
| 3Y | +345.6% | +30.1% | +315.5% | +278.2% |
| 5Y | +588.3% | +18.3% | +570.0% | +512.2% |
| All | +588.3% | +17.3% | +571.0% | +512.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling