+741.5%
HWM vs SW
-2.3%
+743.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | -2.1% | -5.1% | +3.0% | -1.3% |
| 30D | -11.0% | -4.6% | -6.4% | -10.4% |
| 3M | +4.0% | +9.4% | -5.3% | +2.2% |
| 6M | -0.2% | +3.5% | -3.7% | -1.5% |
| YTD | +26.7% | +22.0% | +4.6% | +22.0% |
| 1Y | +44.7% | +2.2% | +42.5% | +42.4% |
| 3Y | +426.1% | +19.6% | +406.5% | +403.4% |
| All | +741.5% | -2.3% | +743.8% | +694.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling