+1,484.3%
HWM vs SW
+185.4%
+1,298.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.7% |
| 7D | -2.4% | +4.7% | -7.1% | -3.1% |
| 30D | -13.3% | +5.0% | -18.3% | -13.9% |
| 3M | -31.0% | -7.3% | -23.7% | -30.4% |
| 6M | -17.1% | +15.0% | -32.1% | -19.2% |
| YTD | -1.9% | +18.5% | -20.4% | -4.9% |
| 1Y | -2.4% | +27.1% | -29.6% | -6.4% |
| 3Y | +322.2% | +49.3% | +272.9% | +292.8% |
| 5Y | +509.8% | -1.6% | +511.5% | +478.5% |
| All | +1,484.3% | +185.4% | +1,298.9% | +1,124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling