+1,443.5%
HWM vs SW
+189.7%
+1,253.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -4.9% |
| 7D | +9.4% | +12.1% | -2.6% | +7.5% |
| 30D | -7.0% | +6.6% | -13.5% | -7.9% |
| 3M | -25.9% | -6.0% | -19.8% | -25.3% |
| 6M | -10.8% | +21.5% | -32.3% | -13.7% |
| YTD | +4.3% | +20.3% | -16.0% | +0.8% |
| 1Y | +4.4% | +28.1% | -23.8% | -0.1% |
| 3Y | +348.8% | +51.6% | +297.2% | +316.5% |
| 5Y | +598.5% | -0.1% | +598.6% | +560.9% |
| 10Y | +1,551.7% | +189.7% | +1,362.0% | +1,145.6% |
| All | +1,443.5% | +189.7% | +1,253.7% | +1,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling