+1,513.6%
HWM vs NWSA
+140.7%
+1,372.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.7% |
| 7D | +11.1% | -0.8% | +11.9% | +11.6% |
| 30D | +3.0% | -11.3% | +14.3% | +9.2% |
| 3M | -20.7% | -8.1% | -12.7% | -17.8% |
| 6M | -17.2% | -0.7% | -16.5% | -18.7% |
| YTD | +9.1% | +1.3% | +7.7% | +4.5% |
| 1Y | +9.0% | -1.3% | +10.3% | +6.0% |
| 3Y | +353.8% | +28.4% | +325.4% | +270.7% |
| 5Y | +608.0% | +15.3% | +592.8% | +496.3% |
| 10Y | +1,510.3% | +142.7% | +1,367.6% | +631.6% |
| All | +1,513.6% | +140.7% | +1,372.9% | +632.7% |
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