+655.5%
HWM vs NWSA
+40.6%
+614.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -9.9% |
| 7D | -9.2% | -2.6% | -6.5% | -8.0% |
| 30D | -17.9% | +4.6% | -22.4% | -19.4% |
| 3M | -6.0% | +10.2% | -16.2% | -10.4% |
| 6M | -7.4% | +21.6% | -29.0% | -15.8% |
| YTD | +13.1% | +14.6% | -1.5% | +4.9% |
| 1Y | +29.3% | +0.4% | +28.9% | +27.8% |
| 3Y | +389.9% | +45.0% | +344.9% | +298.5% |
| 5Y | +655.5% | +41.3% | +614.3% | +518.3% |
| All | +655.5% | +40.6% | +614.9% | +518.3% |
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 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