+441.1%
HWM vs SW
+19.6%
+421.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | -2.1% | -5.1% | +3.0% | -1.0% |
| 30D | -11.0% | -4.6% | -6.4% | -10.2% |
| 3M | +4.0% | +9.4% | -5.3% | +1.4% |
| 6M | -0.2% | +3.5% | -3.7% | -2.1% |
| YTD | +26.7% | +22.0% | +4.6% | +20.2% |
| 1Y | +44.7% | +2.2% | +42.5% | +41.5% |
| All | +441.1% | +19.6% | +421.5% | +406.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling