+1,773.8%
HWM vs SW
+193.8%
+1,580.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | -0.2% | +3.5% | -3.7% | -1.3% |
| YTD | +26.7% | +22.0% | +4.6% | +22.3% |
| 1Y | +44.7% | +2.2% | +42.5% | +42.7% |
| 3Y | +426.1% | +19.6% | +406.5% | +401.8% |
| 5Y | +738.5% | -2.3% | +740.8% | +695.1% |
| All | +1,773.8% | +193.8% | +1,580.0% | +1,311.7% |
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