+1,773.8%
HWM vs NWSA
+177.5%
+1,596.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.0% |
| 30D | -11.0% | +4.6% | -15.6% | -13.3% |
| 3M | +4.0% | +13.2% | -9.2% | -3.9% |
| 6M | -0.2% | +27.0% | -27.2% | -13.9% |
| YTD | +26.7% | +16.8% | +9.8% | +13.3% |
| 1Y | +44.7% | +4.5% | +40.2% | +37.4% |
| 3Y | +426.1% | +46.2% | +379.9% | +302.7% |
| 5Y | +738.5% | +40.9% | +697.6% | +533.4% |
| All | +1,773.8% | +177.5% | +1,596.3% | +694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling